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% | 77.30 % | 78.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'050 CHF | 196'004 CHF | 99.78% | 99.78% |
19.11.2024 | 1.00% | 77.03 % | 77.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'100 CHF | 195'042 CHF | 98.06% | 98.06% |
18.11.2024 | 1.00% | 79.70 % | 80.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'544 CHF | 200'540 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 79.09 % | 79.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'867 CHF | 202'865 CHF | 99.95% | 99.95% |
14.11.2024 | 0.98% | 81.44 % | 82.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'228 CHF | 204'228 CHF | 99.89% | 99.89% |
13.11.2024 | 0.99% | 80.49 % | 81.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'028 CHF | 204'028 CHF | 99.98% | 99.98% |
12.11.2024 | 0.97% | 81.33 % | 82.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'959 CHF | 206'959 CHF | 99.98% | 99.98% |
11.11.2024 | 0.94% | 83.73 % | 84.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'011 CHF | 213'011 CHF | 99.99% | 99.99% |
08.11.2024 | 0.94% | 83.87 % | 84.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'068 CHF | 213'068 CHF | 99.90% | 99.90% |
07.11.2024 | 0.93% | 85.21 % | 86.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'693 CHF | 216'693 CHF | 99.98% | 99.98% |