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% | 65.86 % | 66.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 164'768 CHF | 166'418 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 65.49 % | 66.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 163'540 CHF | 165'186 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 65.56 % | 66.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 164'456 CHF | 166'106 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 65.67 % | 66.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 164'108 CHF | 165'759 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 65.96 % | 66.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 165'516 CHF | 167'177 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 66.45 % | 67.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 166'041 CHF | 167'713 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 66.29 % | 66.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 165'901 CHF | 167'568 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 66.44 % | 67.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 167'104 CHF | 168'782 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 67.95 % | 68.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 172'029 CHF | 173'754 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 69.47 % | 70.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 174'004 CHF | 175'753 CHF | 100.00% | 100.00% |