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% | 75.19 % | 75.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 189'707 CHF | 191'610 CHF | 99.91% | 99.91% |
19.11.2024 | 1.00% | 75.57 % | 76.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 189'319 CHF | 191'222 CHF | 99.74% | 99.74% |
18.11.2024 | 1.00% | 76.69 % | 77.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'463 CHF | 194'399 CHF | 99.99% | 99.99% |
15.11.2024 | 1.00% | 77.57 % | 78.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'037 CHF | 197'000 CHF | 99.98% | 99.98% |
14.11.2024 | 1.00% | 80.14 % | 80.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'367 CHF | 201'367 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 80.44 % | 81.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'906 CHF | 203'906 CHF | 99.96% | 99.96% |
12.11.2024 | 0.99% | 80.30 % | 81.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'357 CHF | 203'357 CHF | 99.99% | 99.99% |
11.11.2024 | 0.98% | 81.58 % | 82.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'816 CHF | 205'816 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 80.36 % | 81.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'943 CHF | 203'943 CHF | 99.88% | 99.88% |
07.11.2024 | 0.98% | 81.78 % | 82.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'109 CHF | 206'109 CHF | 99.92% | 99.92% |