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% | 58.23 % | 58.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 146'260 CHF | 147'732 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 57.40 % | 57.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 142'519 CHF | 143'953 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 57.36 % | 57.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 143'871 CHF | 145'319 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 56.52 % | 57.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 140'620 CHF | 142'029 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 57.30 % | 57.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'929 CHF | 146'384 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 57.94 % | 58.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 145'897 CHF | 147'364 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 57.61 % | 58.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 143'828 CHF | 145'276 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 57.59 % | 58.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 145'473 CHF | 146'937 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 59.86 % | 60.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 152'822 CHF | 154'359 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 61.82 % | 62.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 155'935 CHF | 157'500 CHF | 100.00% | 100.00% |