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% | 77.84 % | 78.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'874 CHF | 196'832 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 76.98 % | 77.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'728 CHF | 193'657 CHF | 99.98% | 99.98% |
18.11.2024 | 1.00% | 77.43 % | 78.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'328 CHF | 194'261 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 76.79 % | 77.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'735 CHF | 196'692 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 79.19 % | 79.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'091 CHF | 200'082 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 79.60 % | 80.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'125 CHF | 202'125 CHF | 99.93% | 99.93% |
12.11.2024 | 0.99% | 80.30 % | 81.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'557 CHF | 203'557 CHF | 97.17% | 97.17% |
11.11.2024 | 0.97% | 81.77 % | 82.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'655 CHF | 206'655 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 81.10 % | 81.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'006 CHF | 206'006 CHF | 100.00% | 100.00% |
07.11.2024 | 0.96% | 82.02 % | 82.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'288 CHF | 209'288 CHF | 97.47% | 97.47% |