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% | 54.20 % | 54.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 136'955 CHF | 138'332 CHF | 99.88% | 99.88% |
19.11.2024 | 1.00% | 55.25 % | 55.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'633 CHF | 135'985 CHF | 99.20% | 99.20% |
18.11.2024 | 1.00% | 53.07 % | 53.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 128'874 CHF | 130'166 CHF | 99.98% | 99.98% |
15.11.2024 | 1.00% | 50.41 % | 50.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 125'749 CHF | 127'014 CHF | 99.98% | 99.98% |
14.11.2024 | 1.03% | 48.41 % | 48.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 121'192 CHF | 122'442 CHF | 99.77% | 99.77% |
13.11.2024 | 1.00% | 49.31 % | 49.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 124'212 CHF | 125'463 CHF | 99.58% | 99.58% |
12.11.2024 | 1.00% | 49.50 % | 50.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 126'319 CHF | 127'589 CHF | 99.91% | 99.91% |
11.11.2024 | 1.00% | 51.98 % | 52.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 130'814 CHF | 132'131 CHF | 99.99% | 99.99% |
08.11.2024 | 1.00% | 52.54 % | 53.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 133'426 CHF | 134'767 CHF | 99.73% | 99.73% |
07.11.2024 | 1.00% | 55.41 % | 55.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 138'402 CHF | 139'795 CHF | 99.86% | 99.86% |