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% | 68.85 % | 69.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 174'078 CHF | 175'827 CHF | 99.84% | 99.84% |
19.11.2024 | 1.00% | 70.24 % | 70.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 175'744 CHF | 177'511 CHF | 99.37% | 99.37% |
18.11.2024 | 1.00% | 72.19 % | 72.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 179'361 CHF | 181'164 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 73.85 % | 74.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'629 CHF | 185'475 CHF | 99.97% | 99.97% |
14.11.2024 | 1.00% | 71.82 % | 72.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 176'500 CHF | 178'274 CHF | 99.98% | 99.98% |
13.11.2024 | 1.00% | 68.47 % | 69.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 179'786 CHF | 181'592 CHF | 99.85% | 99.85% |
12.11.2024 | 1.00% | 74.68 % | 75.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'998 CHF | 192'918 CHF | 99.90% | 99.90% |
11.11.2024 | 1.00% | 77.36 % | 78.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'834 CHF | 193'763 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 75.45 % | 76.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'034 CHF | 192'954 CHF | 99.75% | 99.75% |
07.11.2024 | 0.98% | 80.93 % | 81.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'784 CHF | 204'783 CHF | 99.97% | 99.97% |