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% | 61.45 % | 62.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 154'484 CHF | 156'034 CHF | 99.86% | 99.86% |
19.11.2024 | 1.00% | 62.96 % | 63.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'859 CHF | 161'468 CHF | 99.73% | 99.73% |
18.11.2024 | 1.00% | 63.21 % | 63.85 % | 230'000 | 250'000 | 233'586 | 250'000 | 145'148 CHF | 156'914 CHF | 99.97% | 99.97% |
15.11.2024 | 1.00% | 61.28 % | 61.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'326 CHF | 160'926 CHF | 98.14% | 98.14% |
14.11.2024 | 1.00% | 67.80 % | 68.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 170'163 CHF | 171'876 CHF | 99.90% | 99.90% |
13.11.2024 | 1.00% | 68.68 % | 69.37 % | 230'000 | 250'000 | 247'234 | 250'000 | 172'800 CHF | 176'453 CHF | 99.86% | 99.86% |
12.11.2024 | 1.00% | 69.36 % | 70.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 175'832 CHF | 177'600 CHF | 99.98% | 99.98% |
11.11.2024 | 1.00% | 71.60 % | 72.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'744 CHF | 187'608 CHF | 98.93% | 98.93% |
08.11.2024 | 1.00% | 76.09 % | 76.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'899 CHF | 198'878 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 80.61 % | 81.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'429 CHF | 205'429 CHF | 85.04% | 85.04% |