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% | 78.02 % | 78.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'666 CHF | 199'650 CHF | 99.97% | 99.97% |
19.11.2024 | 1.00% | 77.90 % | 78.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'864 CHF | 192'781 CHF | 97.25% | 97.25% |
18.11.2024 | 0.98% | 82.49 % | 83.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'490 CHF | 204'490 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 84.52 % | 85.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'579 CHF | 214'579 CHF | 98.69% | 98.69% |
14.11.2024 | 0.94% | 85.48 % | 86.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'261 CHF | 213'260 CHF | 73.81% | 73.81% |
13.11.2024 | 0.85% | 93.00 % | 93.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'505 CHF | 235'505 CHF | 99.84% | 99.84% |
12.11.2024 | 0.84% | 93.65 % | 94.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'216 CHF | 238'216 CHF | 99.98% | 99.98% |
11.11.2024 | 0.83% | 95.59 % | 96.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'626 CHF | 241'626 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.67 % | 96.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'069 CHF | 241'069 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.65 % | 98.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'948 CHF | 246'948 CHF | 99.99% | 99.99% |