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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 1.00% | 77.05 % | 77.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'163 CHF | 195'102 CHF | 99.57% | 99.57% |
22.11.2024 | 1.00% | 77.50 % | 78.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'411 CHF | 195'361 CHF | 99.91% | 99.91% |
20.11.2024 | 1.00% | 77.61 % | 78.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'686 CHF | 196'644 CHF | 99.84% | 99.84% |
19.11.2024 | 1.00% | 77.73 % | 78.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'061 CHF | 197'019 CHF | 99.88% | 99.88% |
18.11.2024 | 1.00% | 79.85 % | 80.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'221 CHF | 201'221 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 79.00 % | 79.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'949 CHF | 200'946 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 80.37 % | 81.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'677 CHF | 201'670 CHF | 99.85% | 99.85% |
13.11.2024 | 1.00% | 78.97 % | 79.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'640 CHF | 199'626 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 79.18 % | 79.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'921 CHF | 200'921 CHF | 99.97% | 99.97% |
11.11.2024 | 0.98% | 80.61 % | 81.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'411 CHF | 204'411 CHF | 100.00% | 100.00% |