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% | 77.51 % | 78.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'847 CHF | 195'794 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 76.32 % | 77.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'204 CHF | 192'112 CHF | 99.94% | 99.94% |
18.11.2024 | 1.00% | 77.06 % | 77.83 % | 200'000 | 250'000 | 248'456 | 250'000 | 189'848 CHF | 192'957 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 76.26 % | 77.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'246 CHF | 196'199 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 79.40 % | 80.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'407 CHF | 200'401 CHF | 99.92% | 99.92% |
13.11.2024 | 0.96% | 82.71 % | 83.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'245 CHF | 210'245 CHF | 99.89% | 99.89% |
12.11.2024 | 0.95% | 83.51 % | 84.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'214 CHF | 212'214 CHF | 95.26% | 95.26% |
11.11.2024 | 0.93% | 85.84 % | 86.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'045 CHF | 217'045 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 85.11 % | 85.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'165 CHF | 216'165 CHF | 100.00% | 100.00% |
07.11.2024 | 0.92% | 86.03 % | 86.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'225 CHF | 219'225 CHF | 99.61% | 99.61% |