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% | 72.06 % | 72.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'726 CHF | 182'544 CHF | 99.97% | 99.97% |
19.11.2024 | 1.00% | 72.18 % | 72.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 181'085 CHF | 182'909 CHF | 99.85% | 99.85% |
18.11.2024 | 1.00% | 74.24 % | 74.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'079 CHF | 186'935 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 73.42 % | 74.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'935 CHF | 186'794 CHF | 99.96% | 99.96% |
14.11.2024 | 1.00% | 74.79 % | 75.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'593 CHF | 187'459 CHF | 99.98% | 99.98% |
13.11.2024 | 1.00% | 73.36 % | 74.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'591 CHF | 185'439 CHF | 99.67% | 99.67% |
12.11.2024 | 1.00% | 73.60 % | 74.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'939 CHF | 186'793 CHF | 99.98% | 99.98% |
11.11.2024 | 1.00% | 75.07 % | 75.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 188'641 CHF | 190'539 CHF | 99.91% | 99.91% |
08.11.2024 | 1.00% | 75.07 % | 75.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 188'287 CHF | 190'181 CHF | 99.84% | 99.84% |
07.11.2024 | 1.00% | 75.90 % | 76.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'627 CHF | 192'546 CHF | 99.93% | 99.93% |