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% | 74.09 % | 74.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 187'714 CHF | 189'604 CHF | 99.89% | 99.89% |
19.11.2024 | 1.00% | 75.02 % | 75.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'002 CHF | 187'872 CHF | 99.96% | 99.96% |
18.11.2024 | 1.00% | 76.61 % | 77.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 189'674 CHF | 191'581 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 77.91 % | 78.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'108 CHF | 199'087 CHF | 99.98% | 99.98% |
14.11.2024 | 1.00% | 80.23 % | 81.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'442 CHF | 200'435 CHF | 99.07% | 99.07% |
13.11.2024 | 0.97% | 82.08 % | 82.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'224 CHF | 208'224 CHF | 99.89% | 99.89% |
12.11.2024 | 0.94% | 83.49 % | 84.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'117 CHF | 213'117 CHF | 100.00% | 100.00% |
11.11.2024 | 0.93% | 85.40 % | 86.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'188 CHF | 216'188 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 84.87 % | 85.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'586 CHF | 213'586 CHF | 99.96% | 99.96% |
07.11.2024 | 0.93% | 85.88 % | 86.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'749 CHF | 216'749 CHF | 99.98% | 99.98% |