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% | 74.09 % | 74.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'548 CHF | 186'399 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 72.91 % | 73.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'088 CHF | 184'928 CHF | 99.78% | 99.78% |
18.11.2024 | 1.00% | 74.17 % | 74.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'407 CHF | 189'293 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 76.75 % | 77.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'195 CHF | 194'125 CHF | 98.68% | 98.68% |
14.11.2024 | 1.00% | 74.18 % | 74.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'392 CHF | 185'234 CHF | 99.98% | 99.98% |
13.11.2024 | 1.00% | 72.44 % | 73.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'618 CHF | 185'463 CHF | 99.88% | 99.88% |
12.11.2024 | 1.00% | 72.90 % | 73.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'502 CHF | 188'376 CHF | 99.94% | 99.94% |
11.11.2024 | 1.00% | 75.81 % | 76.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'161 CHF | 195'103 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 77.44 % | 78.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'320 CHF | 198'293 CHF | 99.92% | 99.92% |
07.11.2024 | 1.00% | 79.27 % | 80.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'753 CHF | 199'740 CHF | 99.94% | 99.94% |