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% | 72.42 % | 73.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 181'667 CHF | 183'492 CHF | 99.90% | 99.90% |
19.11.2024 | 1.00% | 72.57 % | 73.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 182'177 CHF | 184'007 CHF | 99.25% | 99.25% |
18.11.2024 | 1.00% | 75.03 % | 75.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'976 CHF | 188'852 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 74.08 % | 74.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'755 CHF | 188'633 CHF | 99.98% | 99.98% |
14.11.2024 | 1.00% | 75.66 % | 76.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'428 CHF | 189'311 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 73.94 % | 74.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'031 CHF | 186'890 CHF | 99.95% | 99.95% |
12.11.2024 | 1.00% | 74.15 % | 74.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'468 CHF | 188'343 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 75.86 % | 76.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'891 CHF | 192'812 CHF | 99.98% | 99.98% |
08.11.2024 | 1.00% | 75.89 % | 76.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'460 CHF | 192'372 CHF | 99.85% | 99.85% |
07.11.2024 | 1.00% | 76.87 % | 77.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'187 CHF | 195'131 CHF | 99.98% | 99.98% |