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% | 61.09 % | 61.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 153'583 CHF | 155'128 CHF | 99.96% | 99.96% |
19.11.2024 | 1.00% | 61.01 % | 61.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 151'541 CHF | 153'063 CHF | 99.95% | 99.95% |
18.11.2024 | 1.00% | 62.92 % | 63.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 155'323 CHF | 156'882 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 63.51 % | 64.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 160'516 CHF | 162'130 CHF | 99.99% | 99.99% |
14.11.2024 | 1.00% | 65.04 % | 65.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 160'501 CHF | 162'113 CHF | 99.01% | 99.01% |
13.11.2024 | 1.00% | 72.32 % | 73.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 182'591 CHF | 184'427 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 73.65 % | 74.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'377 CHF | 188'249 CHF | 99.99% | 99.99% |
11.11.2024 | 1.00% | 76.55 % | 77.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'188 CHF | 194'116 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 76.61 % | 77.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'162 CHF | 193'084 CHF | 100.00% | 100.00% |
07.11.2024 | 0.96% | 82.29 % | 83.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'961 CHF | 208'961 CHF | 97.01% | 97.01% |