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% | 76.92 % | 77.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'935 CHF | 194'875 CHF | 99.98% | 99.98% |
19.11.2024 | 1.00% | 78.43 % | 79.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'036 CHF | 198'004 CHF | 99.66% | 99.66% |
18.11.2024 | 0.97% | 81.40 % | 82.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'184 CHF | 207'184 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 81.80 % | 82.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'779 CHF | 204'779 CHF | 99.93% | 99.93% |
14.11.2024 | 1.00% | 79.63 % | 80.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'103 CHF | 197'064 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 76.05 % | 76.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 188'128 CHF | 190'018 CHF | 99.86% | 99.86% |
12.11.2024 | 1.00% | 73.63 % | 74.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'447 CHF | 187'308 CHF | 20.77% | 20.77% |
11.11.2024 | 1.00% | 78.88 % | 79.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'259 CHF | 199'241 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 77.65 % | 78.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'330 CHF | 202'327 CHF | 99.86% | 99.86% |
07.11.2024 | 0.92% | 87.36 % | 88.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'595 CHF | 219'595 CHF | 99.93% | 99.93% |