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% | 60.08 % | 60.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 147'617 CHF | 149'096 CHF | 99.86% | 99.86% |
19.11.2024 | 1.00% | 58.28 % | 58.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'226 CHF | 145'676 CHF | 99.76% | 99.76% |
18.11.2024 | 1.00% | 58.14 % | 58.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 149'237 CHF | 150'734 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 60.39 % | 61.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 155'218 CHF | 156'777 CHF | 98.36% | 98.36% |
14.11.2024 | 1.00% | 64.86 % | 65.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 163'196 CHF | 164'840 CHF | 99.94% | 99.94% |
13.11.2024 | 1.00% | 64.16 % | 64.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 160'788 CHF | 162'407 CHF | 99.64% | 99.64% |
12.11.2024 | 1.00% | 64.19 % | 64.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 162'380 CHF | 164'007 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 65.63 % | 66.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 164'678 CHF | 166'329 CHF | 99.99% | 99.99% |
08.11.2024 | 1.00% | 66.00 % | 66.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 167'240 CHF | 168'917 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 67.00 % | 67.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 167'333 CHF | 169'008 CHF | 99.91% | 99.91% |