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% | 77.29 % | 78.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'304 CHF | 195'254 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 77.18 % | 77.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'217 CHF | 195'167 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 77.54 % | 78.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'810 CHF | 195'760 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 77.50 % | 78.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'029 CHF | 195'979 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 77.79 % | 78.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'202 CHF | 196'152 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 77.50 % | 78.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'917 CHF | 195'867 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 77.55 % | 78.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'060 CHF | 196'010 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 77.77 % | 78.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'691 CHF | 196'641 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 77.75 % | 78.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'686 CHF | 196'636 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 78.08 % | 78.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'246 CHF | 197'210 CHF | 100.00% | 100.00% |