Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.00% | 65.91 % | 66.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 164'854 CHF | 166'506 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 65.62 % | 66.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 163'869 CHF | 165'515 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 65.76 % | 66.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 164'653 CHF | 166'303 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 65.65 % | 66.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 164'432 CHF | 166'083 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 66.06 % | 66.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 165'470 CHF | 167'130 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 66.41 % | 67.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 165'738 CHF | 167'406 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 66.23 % | 66.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 165'787 CHF | 167'454 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 66.33 % | 67.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 166'657 CHF | 168'334 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 67.59 % | 68.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 170'872 CHF | 172'592 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 68.81 % | 69.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 172'375 CHF | 174'105 CHF | 100.00% | 100.00% |