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% | 77.69 % | 78.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'641 CHF | 196'593 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 77.74 % | 78.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'405 CHF | 196'358 CHF | 99.76% | 99.76% |
18.11.2024 | 1.00% | 78.79 % | 79.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'318 CHF | 199'302 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 79.25 % | 80.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'462 CHF | 201'462 CHF | 99.99% | 99.99% |
14.11.2024 | 0.99% | 80.81 % | 81.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'027 CHF | 203'027 CHF | 99.98% | 99.98% |
13.11.2024 | 0.99% | 80.03 % | 80.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'255 CHF | 203'255 CHF | 99.93% | 99.93% |
12.11.2024 | 0.97% | 81.57 % | 82.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'999 CHF | 206'999 CHF | 100.00% | 100.00% |
11.11.2024 | 0.98% | 81.61 % | 82.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'037 CHF | 206'037 CHF | 99.92% | 99.92% |
08.11.2024 | 0.99% | 80.85 % | 81.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'930 CHF | 203'930 CHF | 99.98% | 99.98% |
07.11.2024 | 0.98% | 80.88 % | 81.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'898 CHF | 204'898 CHF | 99.98% | 99.98% |