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% | 79.04 % | 79.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'210 CHF | 201'208 CHF | 99.99% | 99.99% |
19.11.2024 | 1.00% | 80.24 % | 81.04 % | 200'000 | 250'000 | 212'560 | 250'000 | 169'447 CHF | 201'189 CHF | 99.92% | 99.92% |
18.11.2024 | 0.97% | 81.76 % | 82.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'659 CHF | 206'659 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 82.10 % | 82.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'974 CHF | 207'974 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 81.42 % | 82.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'110 CHF | 204'109 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 80.96 % | 81.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'144 CHF | 205'144 CHF | 99.92% | 99.92% |
12.11.2024 | 0.96% | 82.17 % | 82.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'418 CHF | 208'418 CHF | 20.81% | 20.81% |
11.11.2024 | 0.92% | 86.55 % | 87.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'131 CHF | 219'131 CHF | 100.00% | 100.00% |
08.11.2024 | 0.92% | 85.90 % | 86.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'020 CHF | 218'020 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 88.25 % | 89.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'357 CHF | 222'357 CHF | 99.97% | 99.97% |