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% | 70.81 % | 71.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 178'106 CHF | 179'893 CHF | 99.94% | 99.94% |
19.11.2024 | 1.00% | 71.25 % | 71.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 178'597 CHF | 180'392 CHF | 97.90% | 97.90% |
18.11.2024 | 1.00% | 73.90 % | 74.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'385 CHF | 186'235 CHF | 99.98% | 99.98% |
15.11.2024 | 1.00% | 73.08 % | 73.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'492 CHF | 186'348 CHF | 99.97% | 99.97% |
14.11.2024 | 1.00% | 75.29 % | 76.05 % | 250'000 | 235'000 | 250'000 | 248'765 | 186'017 CHF | 186'949 CHF | 99.85% | 99.85% |
13.11.2024 | 1.00% | 73.20 % | 73.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'575 CHF | 185'419 CHF | 99.62% | 99.62% |
12.11.2024 | 1.00% | 73.62 % | 74.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'524 CHF | 187'392 CHF | 99.98% | 99.98% |
11.11.2024 | 1.00% | 75.76 % | 76.52 % | 250'000 | 185'000 | 250'000 | 243'451 | 190'672 CHF | 187'584 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 75.68 % | 76.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'340 CHF | 192'249 CHF | 99.79% | 99.79% |
07.11.2024 | 1.00% | 76.92 % | 77.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'131 CHF | 195'073 CHF | 99.94% | 99.94% |