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% | 73.38 % | 74.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'413 CHF | 186'266 CHF | 99.98% | 99.98% |
19.11.2024 | 1.00% | 75.39 % | 76.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 188'473 CHF | 190'367 CHF | 97.92% | 97.92% |
18.11.2024 | 0.99% | 79.18 % | 79.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'347 CHF | 202'343 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 79.80 % | 80.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'127 CHF | 199'107 CHF | 99.92% | 99.92% |
14.11.2024 | 1.00% | 76.76 % | 77.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'715 CHF | 188'590 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 71.78 % | 72.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 176'662 CHF | 178'437 CHF | 99.55% | 99.55% |
12.11.2024 | 1.00% | 68.61 % | 69.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 173'256 CHF | 174'997 CHF | 20.77% | 20.77% |
11.11.2024 | 1.00% | 75.76 % | 76.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 189'303 CHF | 191'205 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 74.22 % | 74.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'740 CHF | 195'685 CHF | 99.42% | 99.42% |
07.11.2024 | 0.91% | 88.36 % | 89.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'819 CHF | 221'819 CHF | 99.89% | 99.89% |