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% | 67.49 % | 68.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 169'438 CHF | 171'140 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 67.08 % | 67.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 167'447 CHF | 169'128 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 67.12 % | 67.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 167'909 CHF | 169'597 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 66.46 % | 67.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 166'453 CHF | 168'128 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 67.24 % | 67.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 168'938 CHF | 170'636 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 67.66 % | 68.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 168'977 CHF | 170'677 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 67.26 % | 67.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 167'764 CHF | 169'450 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 67.06 % | 67.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 168'535 CHF | 170'227 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 68.38 % | 69.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 172'834 CHF | 174'572 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 69.75 % | 70.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 174'859 CHF | 176'615 CHF | 100.00% | 100.00% |