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% | 67.84 % | 68.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 169'892 CHF | 171'600 CHF | 99.99% | 99.99% |
19.11.2024 | 1.00% | 67.47 % | 68.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 169'046 CHF | 170'745 CHF | 99.85% | 99.85% |
18.11.2024 | 1.00% | 71.90 % | 72.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'789 CHF | 182'606 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 73.02 % | 73.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'535 CHF | 185'378 CHF | 99.99% | 99.99% |
14.11.2024 | 1.00% | 75.42 % | 76.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'728 CHF | 193'656 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 77.46 % | 78.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'505 CHF | 198'478 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 79.72 % | 80.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'385 CHF | 206'385 CHF | 99.98% | 99.98% |
11.11.2024 | 0.97% | 82.86 % | 83.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'657 CHF | 206'653 CHF | 59.45% | 59.45% |
08.11.2024 | 1.00% | 79.55 % | 80.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'023 CHF | 194'962 CHF | 98.80% | 98.80% |
07.11.2024 | 1.00% | 74.43 % | 75.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'468 CHF | 186'322 CHF | 99.92% | 99.92% |