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% | 58.71 % | 59.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 147'875 CHF | 149'359 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 59.56 % | 60.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 147'901 CHF | 149'383 CHF | 99.58% | 99.58% |
18.11.2024 | 1.00% | 60.52 % | 61.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 151'498 CHF | 153'024 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 60.83 % | 61.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 152'850 CHF | 154'385 CHF | 99.94% | 99.94% |
14.11.2024 | 1.00% | 60.49 % | 61.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 150'375 CHF | 151'888 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 60.18 % | 60.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 150'445 CHF | 151'956 CHF | 99.92% | 99.92% |
12.11.2024 | 1.00% | 60.47 % | 61.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 151'943 CHF | 153'468 CHF | 20.80% | 20.80% |
11.11.2024 | 1.00% | 64.44 % | 65.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 162'311 CHF | 163'940 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 63.79 % | 64.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 161'027 CHF | 162'644 CHF | 99.93% | 99.93% |
07.11.2024 | 1.00% | 67.14 % | 67.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 169'297 CHF | 170'999 CHF | 100.00% | 100.00% |