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% | 75.77 % | 76.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'438 CHF | 193'359 CHF | 99.99% | 99.99% |
19.11.2024 | 1.00% | 75.53 % | 76.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 189'025 CHF | 190'923 CHF | 99.83% | 99.83% |
18.11.2024 | 1.00% | 76.64 % | 77.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'883 CHF | 192'805 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 75.77 % | 76.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'173 CHF | 193'093 CHF | 99.97% | 99.97% |
14.11.2024 | 1.00% | 76.00 % | 76.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 188'481 CHF | 190'377 CHF | 99.97% | 99.97% |
13.11.2024 | 1.00% | 74.89 % | 75.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'440 CHF | 189'323 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 74.45 % | 75.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'130 CHF | 192'041 CHF | 99.95% | 99.95% |
11.11.2024 | 1.00% | 78.35 % | 79.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'772 CHF | 194'703 CHF | 99.94% | 99.94% |
08.11.2024 | 1.00% | 76.60 % | 77.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'787 CHF | 196'746 CHF | 99.98% | 99.98% |
07.11.2024 | 1.00% | 79.86 % | 80.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'672 CHF | 197'633 CHF | 99.92% | 99.92% |