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% | 73.73 % | 74.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'897 CHF | 189'785 CHF | 99.96% | 99.96% |
19.11.2024 | 1.00% | 77.32 % | 78.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'319 CHF | 196'269 CHF | 99.88% | 99.88% |
18.11.2024 | 0.99% | 79.63 % | 80.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'155 CHF | 202'155 CHF | 99.98% | 99.98% |
15.11.2024 | 1.00% | 79.84 % | 80.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'886 CHF | 201'886 CHF | 99.99% | 99.99% |
14.11.2024 | 1.00% | 79.51 % | 80.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'714 CHF | 198'692 CHF | 99.94% | 99.94% |
13.11.2024 | 1.00% | 77.38 % | 78.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'353 CHF | 197'317 CHF | 99.99% | 99.99% |
12.11.2024 | 0.98% | 79.34 % | 80.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'091 CHF | 205'091 CHF | 99.99% | 99.99% |
11.11.2024 | 0.98% | 81.41 % | 82.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'396 CHF | 204'396 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 80.90 % | 81.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'778 CHF | 204'778 CHF | 99.93% | 99.93% |
07.11.2024 | 0.96% | 83.76 % | 84.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'780 CHF | 208'780 CHF | 99.93% | 99.93% |