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% | 51.09 % | 51.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 126'162 CHF | 127'429 CHF | 99.73% | 99.73% |
19.11.2024 | 1.00% | 50.29 % | 50.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 128'499 CHF | 129'794 CHF | 99.74% | 99.74% |
18.11.2024 | 1.00% | 51.77 % | 52.29 % | 250'000 | 248'000 | 250'000 | 248'657 | 128'929 CHF | 129'530 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 54.91 % | 55.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 140'806 CHF | 142'220 CHF | 99.97% | 99.97% |
14.11.2024 | 1.00% | 54.24 % | 54.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 138'216 CHF | 139'610 CHF | 99.91% | 99.91% |
13.11.2024 | 1.00% | 54.37 % | 54.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 139'531 CHF | 140'929 CHF | 99.87% | 99.87% |
12.11.2024 | 1.00% | 56.95 % | 57.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 148'051 CHF | 149'540 CHF | 99.98% | 99.98% |
11.11.2024 | 1.00% | 58.13 % | 58.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 148'512 CHF | 150'003 CHF | 98.77% | 98.77% |
08.11.2024 | 1.00% | 59.77 % | 60.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 153'854 CHF | 155'400 CHF | 99.80% | 99.80% |
07.11.2024 | 1.00% | 61.60 % | 62.22 % | 250'000 | 250'000 | 250'000 | 241'117 | 138'755 CHF | 135'245 CHF | 98.84% | 98.84% |