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 | 0.99% | 80.08 % | 80.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'364 CHF | 203'364 CHF | 99.99% | 99.99% |
19.11.2024 | 1.00% | 80.86 % | 81.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'640 CHF | 201'638 CHF | 99.54% | 99.54% |
18.11.2024 | 0.96% | 83.37 % | 84.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'681 CHF | 209'681 CHF | 99.94% | 99.94% |
15.11.2024 | 0.95% | 83.22 % | 84.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'111 CHF | 211'111 CHF | 99.91% | 99.91% |
14.11.2024 | 0.96% | 84.02 % | 84.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'122 CHF | 210'122 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 80.56 % | 81.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'270 CHF | 204'270 CHF | 99.64% | 99.64% |
12.11.2024 | 0.96% | 81.72 % | 82.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'628 CHF | 208'628 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 83.97 % | 84.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'674 CHF | 209'674 CHF | 99.98% | 99.98% |
08.11.2024 | 0.97% | 81.69 % | 82.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'498 CHF | 207'498 CHF | 99.77% | 99.77% |
07.11.2024 | 0.93% | 86.18 % | 86.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'219 CHF | 217'219 CHF | 99.94% | 99.94% |