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% | 78.82 % | 79.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'916 CHF | 198'895 CHF | 99.98% | 99.98% |
19.11.2024 | 1.00% | 77.89 % | 78.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'137 CHF | 196'089 CHF | 99.80% | 99.80% |
18.11.2024 | 1.00% | 78.53 % | 79.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'884 CHF | 196'843 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 78.00 % | 78.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'057 CHF | 200'047 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 80.70 % | 81.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'945 CHF | 203'945 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 81.31 % | 82.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'403 CHF | 206'403 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 82.03 % | 82.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'495 CHF | 208'495 CHF | 100.00% | 100.00% |
11.11.2024 | 0.95% | 83.88 % | 84.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'193 CHF | 212'193 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 83.32 % | 84.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'718 CHF | 211'718 CHF | 99.93% | 99.93% |
07.11.2024 | 0.93% | 84.36 % | 85.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'948 CHF | 214'948 CHF | 99.57% | 99.57% |