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% | 67.51 % | 68.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 169'576 CHF | 171'279 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 67.32 % | 68.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 168'944 CHF | 170'642 CHF | 99.78% | 99.78% |
18.11.2024 | 1.00% | 71.79 % | 72.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 179'978 CHF | 181'787 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 72.90 % | 73.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'605 CHF | 185'449 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 75.53 % | 76.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'875 CHF | 193'804 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 77.15 % | 77.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'625 CHF | 197'592 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 79.31 % | 80.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'705 CHF | 205'705 CHF | 99.95% | 99.95% |
11.11.2024 | 0.97% | 82.62 % | 83.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'440 CHF | 206'437 CHF | 59.48% | 59.48% |
08.11.2024 | 1.00% | 79.52 % | 80.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'506 CHF | 195'452 CHF | 98.79% | 98.79% |
07.11.2024 | 1.00% | 74.89 % | 75.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'886 CHF | 187'753 CHF | 99.99% | 99.99% |