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% | 57.40 % | 57.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 145'054 CHF | 146'508 CHF | 99.95% | 99.95% |
19.11.2024 | 1.00% | 57.80 % | 58.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'804 CHF | 146'257 CHF | 99.85% | 99.85% |
18.11.2024 | 1.00% | 58.56 % | 59.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 147'030 CHF | 148'505 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 59.22 % | 59.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 148'859 CHF | 150'352 CHF | 98.69% | 98.69% |
14.11.2024 | 1.00% | 61.33 % | 61.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 152'409 CHF | 153'937 CHF | 99.99% | 99.99% |
13.11.2024 | 1.00% | 61.54 % | 62.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 154'519 CHF | 156'072 CHF | 99.81% | 99.81% |
12.11.2024 | 1.00% | 61.38 % | 62.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 154'268 CHF | 155'818 CHF | 99.97% | 99.97% |
11.11.2024 | 1.00% | 62.73 % | 63.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 156'728 CHF | 158'303 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 61.72 % | 62.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 155'154 CHF | 156'710 CHF | 99.98% | 99.98% |
07.11.2024 | 1.00% | 62.93 % | 63.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 156'892 CHF | 158'469 CHF | 99.97% | 99.97% |