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% | 66.75 % | 67.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 168'743 CHF | 170'440 CHF | 99.98% | 99.98% |
19.11.2024 | 1.00% | 67.30 % | 67.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 168'671 CHF | 170'368 CHF | 99.84% | 99.84% |
18.11.2024 | 1.00% | 68.45 % | 69.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 171'954 CHF | 173'682 CHF | 99.99% | 99.99% |
15.11.2024 | 1.00% | 69.43 % | 70.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 174'995 CHF | 176'755 CHF | 99.99% | 99.99% |
14.11.2024 | 1.00% | 72.84 % | 73.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'493 CHF | 182'306 CHF | 99.96% | 99.96% |
13.11.2024 | 1.00% | 73.20 % | 73.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'183 CHF | 186'038 CHF | 99.78% | 99.78% |
12.11.2024 | 1.00% | 72.90 % | 73.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'619 CHF | 185'464 CHF | 99.99% | 99.99% |
11.11.2024 | 1.00% | 75.24 % | 76.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'911 CHF | 189'802 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 73.47 % | 74.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'251 CHF | 187'110 CHF | 99.96% | 99.96% |
07.11.2024 | 1.00% | 75.63 % | 76.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 188'402 CHF | 190'295 CHF | 99.96% | 99.96% |