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% | 64.25 % | 64.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 161'358 CHF | 162'979 CHF | 99.91% | 99.91% |
19.11.2024 | 1.00% | 65.72 % | 66.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 164'456 CHF | 166'106 CHF | 99.54% | 99.54% |
18.11.2024 | 1.00% | 68.92 % | 69.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 174'219 CHF | 175'972 CHF | 99.98% | 99.98% |
15.11.2024 | 1.00% | 69.34 % | 70.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 171'390 CHF | 173'114 CHF | 99.96% | 99.96% |
14.11.2024 | 1.00% | 66.92 % | 67.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 163'682 CHF | 165'326 CHF | 99.97% | 99.97% |
13.11.2024 | 1.00% | 63.57 % | 64.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 157'156 CHF | 158'738 CHF | 99.72% | 99.72% |
12.11.2024 | 1.00% | 61.57 % | 62.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 154'973 CHF | 156'530 CHF | 20.76% | 20.76% |
11.11.2024 | 1.00% | 66.71 % | 67.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 166'580 CHF | 168'256 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 65.23 % | 65.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 169'127 CHF | 170'825 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 76.27 % | 77.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 189'423 CHF | 191'328 CHF | 100.00% | 100.00% |