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% | 76.18 % | 76.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'821 CHF | 192'738 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 75.29 % | 76.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'321 CHF | 189'203 CHF | 99.97% | 99.97% |
18.11.2024 | 1.00% | 75.70 % | 76.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'996 CHF | 189'885 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 75.03 % | 75.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'491 CHF | 192'405 CHF | 99.99% | 99.99% |
14.11.2024 | 1.00% | 77.55 % | 78.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'815 CHF | 195'765 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 80.29 % | 81.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'872 CHF | 203'872 CHF | 99.93% | 99.93% |
12.11.2024 | 0.98% | 80.93 % | 81.73 % | 235'000 | 250'000 | 241'160 | 250'000 | 196'243 CHF | 205'447 CHF | 96.38% | 96.38% |
11.11.2024 | 0.96% | 82.78 % | 83.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'241 CHF | 209'241 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 82.20 % | 83.00 % | 225'000 | 250'000 | 231'184 | 250'000 | 191'205 CHF | 208'756 CHF | 100.00% | 100.00% |
07.11.2024 | 0.95% | 83.15 % | 83.95 % | 225'000 | 250'000 | 230'120 | 250'000 | 193'479 CHF | 212'162 CHF | 99.88% | 99.88% |