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 | 3.00% | 96.91 % | 99.86 % | 100'000 | 50'000 | 100'000 | 50'000 | 97'433 CHF | 50'200 CHF | 99.95% | 99.95% |
19.11.2024 | 2.54% | 97.25 % | 100.21 % | 100'000 | 50'000 | 131'325 | 91'767 | 128'639 CHF | 91'701 CHF | 99.69% | 99.69% |
18.11.2024 | 0.81% | 98.22 % | 99.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'941 CHF | 246'941 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.06 % | 97.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'886 CHF | 243'886 CHF | 99.99% | 99.99% |
14.11.2024 | 0.83% | 95.70 % | 96.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'865 CHF | 240'865 CHF | 99.94% | 99.94% |
13.11.2024 | 0.82% | 95.83 % | 96.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'637 CHF | 243'637 CHF | 99.86% | 99.86% |
12.11.2024 | 0.83% | 95.86 % | 96.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'919 CHF | 241'919 CHF | 21.31% | 21.31% |
11.11.2024 | 0.82% | 96.99 % | 97.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'110 CHF | 246'110 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.73 % | 98.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'085 CHF | 248'085 CHF | 99.98% | 99.98% |
07.11.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'664 CHF | 249'664 CHF | 100.00% | 100.00% |