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 | 0.80% | 116.77 % | 117.71 % | 150'000 | 250'000 | 168'390 | 250'000 | 197'182 CHF | 295'047 CHF | 99.99% | 99.99% |
19.11.2024 | 0.80% | 116.28 % | 117.21 % | 236'000 | 250'000 | 236'050 | 250'000 | 274'806 CHF | 293'380 CHF | 99.69% | 99.69% |
18.11.2024 | 0.80% | 116.77 % | 117.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'317 CHF | 293'661 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 115.63 % | 116.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 288'678 CHF | 290'998 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 115.02 % | 115.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'403 CHF | 288'703 CHF | 99.92% | 99.92% |
13.11.2024 | 0.80% | 114.72 % | 115.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 286'548 CHF | 288'848 CHF | 99.87% | 99.87% |
12.11.2024 | 0.80% | 114.68 % | 115.60 % | 230'000 | 250'000 | 233'790 | 250'000 | 268'720 CHF | 289'654 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 115.73 % | 116.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 289'369 CHF | 291'694 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 115.21 % | 116.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 287'421 CHF | 289'726 CHF | 99.83% | 99.83% |
07.11.2024 | 0.80% | 115.38 % | 116.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 288'902 CHF | 291'225 CHF | 100.00% | 100.00% |