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% | 79.14 % | 79.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'394 CHF | 200'394 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 79.53 % | 80.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'913 CHF | 200'913 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 80.23 % | 81.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'493 CHF | 202'493 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 80.09 % | 80.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'799 CHF | 202'799 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 80.82 % | 81.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'010 CHF | 203'010 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 79.96 % | 80.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'405 CHF | 202'405 CHF | 99.99% | 99.99% |
12.11.2024 | 0.99% | 80.35 % | 81.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'042 CHF | 203'042 CHF | 99.97% | 99.97% |
11.11.2024 | 0.98% | 80.90 % | 81.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'755 CHF | 204'755 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 80.85 % | 81.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'815 CHF | 204'815 CHF | 99.91% | 99.91% |
07.11.2024 | 0.98% | 81.49 % | 82.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'790 CHF | 205'790 CHF | 99.99% | 99.99% |