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% | 52.04 % | 52.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 129'891 CHF | 131'194 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 51.43 % | 51.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 128'204 CHF | 129'494 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 51.54 % | 52.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 129'405 CHF | 130'705 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 51.43 % | 51.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 128'870 CHF | 130'168 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 52.07 % | 52.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 130'690 CHF | 132'000 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 52.45 % | 52.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 131'295 CHF | 132'615 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 52.30 % | 52.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 131'012 CHF | 132'327 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 52.52 % | 53.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 132'296 CHF | 133'625 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 54.24 % | 54.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 138'038 CHF | 139'429 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 55.82 % | 56.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 140'134 CHF | 141'542 CHF | 100.00% | 100.00% |