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 | 0.98% | 78.64 % | 79.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'864 CHF | 203'860 CHF | 78.31% | 78.31% |
19.11.2024 | 1.00% | 77.57 % | 78.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 189'722 CHF | 191'623 CHF | 62.92% | 62.92% |
18.11.2024 | 0.96% | 86.09 % | 86.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'379 CHF | 208'379 CHF | 98.12% | 98.12% |
15.11.2024 | 0.89% | 87.42 % | 88.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'512 CHF | 224'512 CHF | 67.41% | 67.41% |
14.11.2024 | 0.92% | 89.12 % | 89.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'918 CHF | 218'918 CHF | 70.13% | 70.13% |
13.11.2024 | 0.81% | 98.41 % | 99.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'668 CHF | 248'668 CHF | 99.99% | 99.99% |
12.11.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'284 CHF | 249'284 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.36 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'747 CHF | 250'747 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.49 % | 100.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'631 CHF | 249'631 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'402 CHF | 252'412 CHF | 100.00% | 100.00% |