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% | 75.82 % | 76.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'586 CHF | 193'510 CHF | 99.96% | 99.96% |
19.11.2024 | 1.00% | 76.70 % | 77.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'398 CHF | 192'311 CHF | 99.62% | 99.62% |
18.11.2024 | 1.00% | 77.81 % | 78.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'786 CHF | 197'750 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 79.90 % | 80.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'865 CHF | 202'864 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 80.42 % | 81.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'494 CHF | 198'464 CHF | 99.99% | 99.99% |
13.11.2024 | 1.00% | 77.34 % | 78.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'284 CHF | 196'237 CHF | 99.93% | 99.93% |
12.11.2024 | 1.00% | 77.54 % | 78.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'084 CHF | 198'056 CHF | 20.81% | 20.81% |
11.11.2024 | 0.95% | 82.37 % | 83.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'799 CHF | 211'799 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 82.70 % | 83.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'493 CHF | 212'493 CHF | 100.00% | 100.00% |
07.11.2024 | 0.88% | 89.45 % | 90.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'971 CHF | 227'971 CHF | 99.99% | 99.99% |