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% | 76.94 % | 77.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'154 CHF | 197'115 CHF | 99.99% | 99.99% |
19.11.2024 | 1.00% | 78.94 % | 79.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'914 CHF | 195'861 CHF | 99.92% | 99.92% |
18.11.2024 | 0.99% | 80.38 % | 81.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'366 CHF | 203'366 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 81.01 % | 81.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'727 CHF | 205'727 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 80.03 % | 80.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'549 CHF | 200'541 CHF | 99.97% | 99.97% |
13.11.2024 | 0.98% | 80.50 % | 81.30 % | 249'000 | 250'000 | 249'585 | 250'000 | 202'305 CHF | 204'638 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 82.61 % | 83.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'238 CHF | 210'238 CHF | 20.76% | 20.76% |
11.11.2024 | 0.88% | 89.61 % | 90.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'171 CHF | 227'171 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 88.38 % | 89.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'848 CHF | 224'848 CHF | 99.91% | 99.91% |
07.11.2024 | 0.87% | 91.57 % | 92.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'262 CHF | 231'262 CHF | 99.99% | 99.99% |