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% | 74.70 % | 75.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'054 CHF | 188'933 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 74.14 % | 74.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'368 CHF | 188'242 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 78.94 % | 79.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'412 CHF | 200'401 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 80.23 % | 81.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'450 CHF | 203'450 CHF | 100.00% | 100.00% |
14.11.2024 | 0.95% | 82.44 % | 83.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'351 CHF | 211'351 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 84.51 % | 85.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'569 CHF | 215'569 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 86.26 % | 87.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'732 CHF | 222'732 CHF | 100.00% | 100.00% |
11.11.2024 | 0.90% | 89.50 % | 90.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'797 CHF | 222'797 CHF | 99.99% | 99.99% |
08.11.2024 | 0.94% | 86.52 % | 87.32 % | 250'000 | 250'000 | 249'843 | 250'000 | 210'670 CHF | 212'799 CHF | 98.79% | 98.79% |
07.11.2024 | 0.98% | 81.67 % | 82.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'578 CHF | 204'578 CHF | 99.91% | 99.91% |