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% | 96.17 % | 97.14 % | 125'000 | 125'000 | 125'000 | 125'000 | 120'829 CHF | 122'042 CHF | 99.71% | 99.71% |
19.11.2024 | 1.00% | 96.10 % | 97.07 % | 125'000 | 125'000 | 125'000 | 125'000 | 120'173 CHF | 121'382 CHF | 99.69% | 99.69% |
18.11.2024 | 1.00% | 96.45 % | 97.42 % | 125'000 | 125'000 | 125'000 | 125'000 | 120'649 CHF | 121'861 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 96.00 % | 96.96 % | 125'000 | 120'000 | 125'000 | 123'648 | 120'883 CHF | 120'781 CHF | 99.98% | 99.98% |
14.11.2024 | 1.00% | 97.91 % | 98.89 % | 125'000 | 125'000 | 125'000 | 125'000 | 122'427 CHF | 123'659 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 98.11 % | 99.10 % | 125'000 | 125'000 | 125'000 | 125'000 | 122'606 CHF | 123'838 CHF | 99.90% | 99.90% |
12.11.2024 | 1.00% | 98.87 % | 99.86 % | 125'000 | 125'000 | 125'000 | 125'000 | 126'037 CHF | 127'303 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 101.39 % | 102.41 % | 125'000 | 125'000 | 125'000 | 125'000 | 126'609 CHF | 127'884 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 101.20 % | 102.22 % | 125'000 | 125'000 | 125'000 | 125'000 | 127'760 CHF | 129'045 CHF | 99.99% | 99.99% |
07.11.2024 | 1.00% | 101.98 % | 103.00 % | 125'000 | 125'000 | 125'000 | 125'000 | 126'382 CHF | 127'651 CHF | 99.99% | 99.99% |