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% | 74.54 % | 75.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'300 CHF | 189'176 CHF | 99.96% | 99.96% |
19.11.2024 | 1.00% | 74.45 % | 75.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'550 CHF | 188'425 CHF | 99.90% | 99.90% |
18.11.2024 | 1.00% | 74.89 % | 75.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'703 CHF | 188'578 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 74.83 % | 75.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'548 CHF | 192'461 CHF | 99.98% | 99.98% |
14.11.2024 | 1.00% | 78.31 % | 79.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'177 CHF | 198'152 CHF | 99.99% | 99.99% |
13.11.2024 | 1.00% | 77.92 % | 78.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'798 CHF | 196'748 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 77.96 % | 78.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'471 CHF | 198'445 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 78.31 % | 79.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'646 CHF | 198'621 CHF | 99.91% | 99.91% |
08.11.2024 | 1.00% | 78.55 % | 79.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'353 CHF | 199'331 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 79.05 % | 79.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'166 CHF | 199'142 CHF | 100.00% | 100.00% |