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 | 1.01% | 78.40 % | 79.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'332 CHF | 199'332 CHF | 97.94% | 97.94% |
19.11.2024 | 1.01% | 78.70 % | 79.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'933 CHF | 198'933 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 79.40 % | 80.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'821 CHF | 199'821 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 80.00 % | 80.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'810 CHF | 204'810 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 82.00 % | 82.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'598 CHF | 206'598 CHF | 100.00% | 100.00% |
13.11.2024 | 0.96% | 81.90 % | 82.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'784 CHF | 208'784 CHF | 100.00% | 100.00% |
12.11.2024 | 0.95% | 83.30 % | 84.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'981 CHF | 210'981 CHF | 100.00% | 100.00% |
11.11.2024 | 0.94% | 84.80 % | 85.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'690 CHF | 213'690 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 84.20 % | 85.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'998 CHF | 212'998 CHF | 100.00% | 100.00% |
07.11.2024 | 0.93% | 84.70 % | 85.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'991 CHF | 214'991 CHF | 99.23% | 99.23% |