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% | 60.68 % | 61.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 152'765 CHF | 154'298 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 61.47 % | 62.09 % | 250'000 | 240'000 | 250'000 | 240'036 | 152'593 CHF | 147'982 CHF | 99.56% | 99.56% |
18.11.2024 | 1.00% | 62.23 % | 62.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 155'738 CHF | 157'301 CHF | 99.95% | 99.95% |
15.11.2024 | 1.00% | 62.49 % | 63.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 156'786 CHF | 158'361 CHF | 99.99% | 99.99% |
14.11.2024 | 1.00% | 62.04 % | 62.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 154'244 CHF | 155'791 CHF | 99.99% | 99.99% |
13.11.2024 | 1.00% | 61.76 % | 62.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 154'587 CHF | 156'140 CHF | 99.99% | 99.99% |
12.11.2024 | 1.00% | 62.23 % | 62.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 156'852 CHF | 158'428 CHF | 99.95% | 99.95% |
11.11.2024 | 1.00% | 65.50 % | 66.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 164'606 CHF | 166'257 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 64.97 % | 65.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 163'694 CHF | 165'338 CHF | 99.77% | 99.77% |
07.11.2024 | 1.00% | 67.36 % | 68.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 169'387 CHF | 171'090 CHF | 99.99% | 99.99% |