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% | 63.93 % | 64.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'587 CHF | 161'187 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 63.50 % | 64.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 158'463 CHF | 160'060 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 63.71 % | 64.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'325 CHF | 160'925 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 63.48 % | 64.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'134 CHF | 160'734 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 64.18 % | 64.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 160'746 CHF | 162'359 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 64.37 % | 65.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 161'057 CHF | 162'681 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 64.30 % | 64.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 160'968 CHF | 162'587 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 64.59 % | 65.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 161'981 CHF | 163'607 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 65.72 % | 66.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 166'050 CHF | 167'721 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 66.87 % | 67.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 167'530 CHF | 169'209 CHF | 100.00% | 100.00% |