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% | 55.30 % | 55.86 % | 250'000 | 200'000 | 250'000 | 200'000 | 139'541 CHF | 112'753 CHF | 99.99% | 99.99% |
19.11.2024 | 1.00% | 55.53 % | 56.09 % | 250'000 | 200'000 | 250'000 | 200'000 | 138'248 CHF | 111'710 CHF | 99.95% | 99.95% |
18.11.2024 | 1.00% | 55.43 % | 55.99 % | 250'000 | 200'000 | 250'000 | 200'000 | 138'331 CHF | 111'778 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 55.50 % | 56.06 % | 250'000 | 200'000 | 250'000 | 200'000 | 139'714 CHF | 112'894 CHF | 99.95% | 99.95% |
14.11.2024 | 1.00% | 56.75 % | 57.32 % | 250'000 | 200'000 | 250'000 | 200'000 | 140'328 CHF | 113'390 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 55.17 % | 55.72 % | 250'000 | 200'000 | 250'000 | 200'000 | 137'660 CHF | 111'233 CHF | 99.84% | 99.84% |
12.11.2024 | 1.00% | 55.48 % | 56.04 % | 250'000 | 200'000 | 250'000 | 200'000 | 139'840 CHF | 112'994 CHF | 99.94% | 99.94% |
11.11.2024 | 1.00% | 57.18 % | 57.75 % | 250'000 | 200'000 | 250'000 | 200'000 | 143'408 CHF | 115'885 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 56.72 % | 57.29 % | 250'000 | 200'000 | 250'000 | 200'000 | 142'416 CHF | 115'078 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 57.80 % | 58.38 % | 250'000 | 200'000 | 250'000 | 200'000 | 145'555 CHF | 117'616 CHF | 99.98% | 99.98% |