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% | 68.19 % | 68.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 170'825 CHF | 172'542 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 67.74 % | 68.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 169'994 CHF | 171'703 CHF | 99.98% | 99.98% |
18.11.2024 | 1.00% | 72.35 % | 73.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 181'810 CHF | 183'637 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 73.55 % | 74.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 184'728 CHF | 186'584 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 75.85 % | 76.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'834 CHF | 194'771 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 77.94 % | 78.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'466 CHF | 199'447 CHF | 99.97% | 99.97% |
12.11.2024 | 0.97% | 80.07 % | 80.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'357 CHF | 207'357 CHF | 99.97% | 99.97% |
11.11.2024 | 0.97% | 83.21 % | 84.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'805 CHF | 206'804 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 80.01 % | 80.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'096 CHF | 196'047 CHF | 99.99% | 99.99% |
07.11.2024 | 1.00% | 75.09 % | 75.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 186'172 CHF | 188'043 CHF | 100.00% | 100.00% |