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 | 0.75% | 95.25 % | 95.96 % | 200'000 | 200'000 | 200'000 | 200'000 | 191'041 CHF | 192'476 CHF | 99.98% | 99.98% |
19.11.2024 | 0.75% | 95.34 % | 96.05 % | 200'000 | 200'000 | 200'000 | 200'000 | 191'249 CHF | 192'681 CHF | 99.93% | 99.93% |
18.11.2024 | 0.75% | 97.21 % | 97.94 % | 200'000 | 200'000 | 200'000 | 200'000 | 194'061 CHF | 195'521 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 96.45 % | 97.18 % | 200'000 | 200'000 | 200'000 | 200'000 | 194'095 CHF | 195'555 CHF | 99.99% | 99.99% |
14.11.2024 | 0.75% | 97.84 % | 98.57 % | 200'000 | 200'000 | 200'000 | 200'000 | 194'940 CHF | 196'401 CHF | 99.91% | 99.91% |
13.11.2024 | 0.75% | 96.68 % | 97.41 % | 200'000 | 200'000 | 200'000 | 200'000 | 193'582 CHF | 195'042 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 96.94 % | 97.67 % | 200'000 | 200'000 | 200'000 | 200'000 | 194'514 CHF | 195'974 CHF | 99.98% | 99.98% |
11.11.2024 | 0.76% | 98.19 % | 98.92 % | 200'000 | 200'000 | 200'000 | 200'000 | 196'802 CHF | 198'297 CHF | 99.99% | 99.99% |
08.11.2024 | 0.75% | 98.09 % | 98.82 % | 200'000 | 200'000 | 200'000 | 200'000 | 196'506 CHF | 197'979 CHF | 99.97% | 99.97% |
07.11.2024 | 0.76% | 98.50 % | 99.25 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'482 CHF | 198'982 CHF | 100.00% | 100.00% |