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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 1.00% | 77.93 % | 78.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'252 CHF | 199'232 CHF | 99.99% | 99.99% |
25.11.2024 | 0.99% | 80.43 % | 81.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'903 CHF | 202'903 CHF | 99.38% | 99.38% |
22.11.2024 | 0.99% | 80.39 % | 81.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'063 CHF | 203'063 CHF | 100.00% | 100.00% |
20.11.2024 | 0.98% | 80.69 % | 81.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'519 CHF | 205'519 CHF | 99.88% | 99.88% |
19.11.2024 | 0.98% | 81.60 % | 82.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'766 CHF | 204'766 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 82.37 % | 83.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'107 CHF | 209'107 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 84.19 % | 84.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'040 CHF | 213'040 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 84.47 % | 85.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'456 CHF | 209'456 CHF | 99.98% | 99.98% |
13.11.2024 | 0.97% | 81.97 % | 82.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'601 CHF | 207'601 CHF | 99.98% | 99.98% |
12.11.2024 | 0.96% | 82.06 % | 82.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'942 CHF | 209'942 CHF | 100.00% | 100.00% |