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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 1.00% | 76.86 % | 77.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'257 CHF | 193'179 CHF | 100.00% | 100.00% |
25.11.2024 | 1.00% | 78.23 % | 79.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'865 CHF | 194'803 CHF | 99.44% | 99.44% |
22.11.2024 | 1.00% | 75.16 % | 75.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'170 CHF | 187'031 CHF | 99.98% | 99.98% |
20.11.2024 | 1.00% | 76.56 % | 77.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'715 CHF | 196'670 CHF | 99.93% | 99.93% |
19.11.2024 | 0.99% | 79.78 % | 80.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'252 CHF | 202'251 CHF | 99.53% | 99.53% |
18.11.2024 | 0.97% | 81.77 % | 82.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'477 CHF | 207'477 CHF | 99.98% | 99.98% |
15.11.2024 | 0.97% | 81.94 % | 82.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'106 CHF | 207'106 CHF | 99.99% | 99.99% |
14.11.2024 | 0.98% | 81.66 % | 82.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'151 CHF | 204'151 CHF | 99.99% | 99.99% |
13.11.2024 | 0.99% | 79.69 % | 80.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'058 CHF | 203'058 CHF | 99.45% | 99.45% |
12.11.2024 | 0.96% | 81.39 % | 82.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'126 CHF | 210'126 CHF | 99.99% | 99.99% |