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 | 3.00% | 100.81 % | 103.88 % | 100'000 | 50'000 | 100'000 | 50'000 | 101'255 CHF | 52'169 CHF | 99.86% | 99.86% |
19.11.2024 | 2.55% | 101.34 % | 104.43 % | 100'000 | 50'000 | 130'907 | 91'210 | 133'211 CHF | 94'635 CHF | 99.91% | 99.91% |
18.11.2024 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'798 CHF | 257'848 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.23 % | 103.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'116 CHF | 257'166 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'322 CHF | 257'372 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'778 CHF | 257'828 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.08 % | 102.90 % | 225'000 | 250'000 | 226'334 | 250'000 | 231'591 CHF | 257'854 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'817 CHF | 258'884 CHF | 21.17% | 21.17% |
08.11.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'243 CHF | 255'274 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'589 CHF | 252'599 CHF | 99.99% | 99.99% |