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% | 79.10 % | 79.90 % | 250'000 | 50'000 | 250'000 | 50'000 | 199'801 CHF | 40'360 CHF | 97.95% | 97.95% |
19.11.2024 | 0.99% | 80.30 % | 81.10 % | 250'000 | 50'000 | 250'000 | 50'000 | 201'222 CHF | 40'644 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 81.20 % | 82.00 % | 250'000 | 50'000 | 250'000 | 50'000 | 202'637 CHF | 40'927 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 82.50 % | 83.30 % | 250'000 | 50'000 | 250'000 | 50'000 | 210'081 CHF | 42'416 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 85.10 % | 85.90 % | 250'000 | 50'000 | 250'000 | 50'000 | 212'118 CHF | 42'824 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 84.90 % | 85.70 % | 250'000 | 50'000 | 250'000 | 50'000 | 214'984 CHF | 43'397 CHF | 100.00% | 100.00% |
12.11.2024 | 0.92% | 86.70 % | 87.50 % | 250'000 | 50'000 | 250'000 | 50'000 | 217'460 CHF | 43'892 CHF | 100.00% | 100.00% |
11.11.2024 | 0.90% | 88.20 % | 89.00 % | 250'000 | 50'000 | 250'000 | 50'000 | 220'484 CHF | 44'497 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 87.50 % | 88.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'778 CHF | 221'778 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 88.20 % | 89.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'013 CHF | 224'013 CHF | 99.23% | 99.23% |