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% | 69.50 % | 70.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 174'057 CHF | 175'806 CHF | 99.98% | 99.98% |
19.11.2024 | 1.00% | 68.87 % | 69.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 173'195 CHF | 174'936 CHF | 99.98% | 99.98% |
18.11.2024 | 1.00% | 74.16 % | 74.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'703 CHF | 188'579 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 75.71 % | 76.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 190'290 CHF | 192'204 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 78.21 % | 79.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'420 CHF | 201'418 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 80.78 % | 81.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'548 CHF | 206'548 CHF | 99.86% | 99.86% |
12.11.2024 | 0.94% | 82.80 % | 83.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'726 CHF | 214'726 CHF | 100.00% | 100.00% |
11.11.2024 | 0.93% | 86.49 % | 87.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'657 CHF | 215'657 CHF | 58.58% | 58.58% |
08.11.2024 | 0.99% | 83.13 % | 83.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'351 CHF | 203'348 CHF | 96.03% | 96.03% |
07.11.2024 | 1.00% | 77.32 % | 78.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'457 CHF | 193'381 CHF | 99.90% | 99.90% |