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 | 0.99% | 80.21 % | 81.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'843 CHF | 202'843 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 79.41 % | 80.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'803 CHF | 199'788 CHF | 99.49% | 99.49% |
18.11.2024 | 1.00% | 79.76 % | 80.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'177 CHF | 200'168 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 79.11 % | 79.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'069 CHF | 202'068 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 81.23 % | 82.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'965 CHF | 204'965 CHF | 99.99% | 99.99% |
13.11.2024 | 0.97% | 81.56 % | 82.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'692 CHF | 206'692 CHF | 99.99% | 99.99% |
12.11.2024 | 0.96% | 82.12 % | 82.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'439 CHF | 208'439 CHF | 97.23% | 97.23% |
11.11.2024 | 0.95% | 83.71 % | 84.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'567 CHF | 211'567 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 83.03 % | 83.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'664 CHF | 210'664 CHF | 100.00% | 100.00% |
07.11.2024 | 0.94% | 83.92 % | 84.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'126 CHF | 214'126 CHF | 99.94% | 99.94% |