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% | 68.72 % | 69.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 178'138 CHF | 179'926 CHF | 98.90% | 98.90% |
19.11.2024 | 1.00% | 73.22 % | 73.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'574 CHF | 185'420 CHF | 98.98% | 98.98% |
18.11.2024 | 1.00% | 73.13 % | 73.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'945 CHF | 185'793 CHF | 98.60% | 98.60% |
15.11.2024 | 1.00% | 77.72 % | 78.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'475 CHF | 201'472 CHF | 88.16% | 88.16% |
14.11.2024 | 0.96% | 83.24 % | 84.04 % | 250'000 | 230'000 | 250'000 | 245'837 | 207'552 CHF | 206'041 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 79.55 % | 80.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'227 CHF | 200'218 CHF | 92.93% | 92.93% |
12.11.2024 | 0.93% | 80.49 % | 81.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'037 CHF | 215'037 CHF | 99.21% | 99.21% |
11.11.2024 | 0.91% | 88.82 % | 89.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'285 CHF | 221'285 CHF | 98.08% | 98.08% |
08.11.2024 | 0.89% | 91.26 % | 92.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'932 CHF | 224'932 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 86.76 % | 87.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'956 CHF | 222'956 CHF | 86.15% | 86.15% |