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% | 63.71 % | 64.35 % | 150'000 | 250'000 | 150'000 | 250'000 | 96'638 CHF | 162'683 CHF | 99.82% | 99.82% |
19.11.2024 | 1.00% | 64.19 % | 64.84 % | 150'000 | 250'000 | 150'000 | 250'000 | 96'852 CHF | 163'043 CHF | 98.11% | 98.11% |
18.11.2024 | 1.00% | 66.76 % | 67.43 % | 150'000 | 250'000 | 150'000 | 250'000 | 100'233 CHF | 168'731 CHF | 99.98% | 99.98% |
15.11.2024 | 1.00% | 66.27 % | 66.94 % | 150'000 | 250'000 | 150'000 | 250'000 | 100'543 CHF | 169'260 CHF | 98.68% | 98.68% |
14.11.2024 | 1.00% | 68.94 % | 69.63 % | 150'000 | 250'000 | 150'000 | 250'000 | 102'364 CHF | 172'321 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 67.66 % | 68.34 % | 150'000 | 250'000 | 150'000 | 250'000 | 101'962 CHF | 171'646 CHF | 99.64% | 99.64% |
12.11.2024 | 1.00% | 67.91 % | 68.59 % | 150'000 | 250'000 | 150'000 | 250'000 | 102'691 CHF | 172'874 CHF | 99.98% | 99.98% |
11.11.2024 | 1.00% | 70.17 % | 70.88 % | 150'000 | 250'000 | 150'000 | 250'000 | 105'924 CHF | 178'313 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 69.52 % | 70.22 % | 150'000 | 250'000 | 150'000 | 250'000 | 105'245 CHF | 177'169 CHF | 99.78% | 99.78% |
07.11.2024 | 1.00% | 71.16 % | 71.88 % | 150'000 | 250'000 | 150'000 | 250'000 | 107'245 CHF | 180'539 CHF | 99.90% | 99.90% |