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% | 49.17 % | 49.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 124'007 CHF | 125'257 CHF | 99.94% | 99.94% |
19.11.2024 | 1.01% | 49.37 % | 49.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 123'602 CHF | 124'855 CHF | 99.64% | 99.64% |
18.11.2024 | 1.00% | 50.76 % | 51.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 127'063 CHF | 128'338 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 51.14 % | 51.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 129'124 CHF | 130'421 CHF | 99.97% | 99.97% |
14.11.2024 | 1.00% | 52.85 % | 53.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 130'906 CHF | 132'223 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 51.92 % | 52.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 130'543 CHF | 131'856 CHF | 99.98% | 99.98% |
12.11.2024 | 1.00% | 52.23 % | 52.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 131'961 CHF | 133'287 CHF | 99.93% | 99.93% |
11.11.2024 | 1.00% | 54.55 % | 55.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 135'598 CHF | 136'958 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 53.54 % | 54.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'664 CHF | 136'019 CHF | 99.95% | 99.95% |
07.11.2024 | 1.00% | 55.29 % | 55.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 138'495 CHF | 139'891 CHF | 99.97% | 99.97% |