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% | 79.43 % | 80.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'245 CHF | 199'226 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 77.28 % | 78.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'449 CHF | 196'403 CHF | 99.36% | 99.36% |
18.11.2024 | 0.99% | 78.62 % | 79.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'344 CHF | 201'331 CHF | 71.18% | 71.18% |
15.11.2024 | 0.95% | 83.12 % | 83.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'431 CHF | 210'431 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 79.16 % | 79.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'599 CHF | 197'564 CHF | 99.92% | 99.92% |
13.11.2024 | 0.99% | 78.07 % | 78.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'495 CHF | 201'477 CHF | 99.95% | 99.95% |
12.11.2024 | 0.98% | 78.78 % | 79.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'736 CHF | 204'734 CHF | 89.78% | 89.78% |
11.11.2024 | 0.96% | 81.53 % | 82.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'212 CHF | 210'212 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 82.84 % | 83.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'872 CHF | 212'872 CHF | 98.44% | 98.44% |
07.11.2024 | 0.95% | 84.63 % | 85.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'252 CHF | 212'252 CHF | 99.96% | 99.96% |