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% | 77.97 % | 78.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'971 CHF | 199'958 CHF | 99.93% | 99.93% |
19.11.2024 | 1.00% | 78.92 % | 79.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 197'875 CHF | 199'860 CHF | 98.67% | 98.67% |
18.11.2024 | 0.98% | 81.36 % | 82.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 202'703 CHF | 204'703 CHF | 99.97% | 99.97% |
15.11.2024 | 0.97% | 81.00 % | 81.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'292 CHF | 206'292 CHF | 93.22% | 93.22% |
14.11.2024 | 0.96% | 84.16 % | 84.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'796 CHF | 209'796 CHF | 99.99% | 99.99% |
13.11.2024 | 0.97% | 82.35 % | 83.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'178 CHF | 208'178 CHF | 99.79% | 99.79% |
12.11.2024 | 0.96% | 82.08 % | 82.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'833 CHF | 209'833 CHF | 99.99% | 99.99% |
11.11.2024 | 0.93% | 85.44 % | 86.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'244 CHF | 216'244 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 84.05 % | 84.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'091 CHF | 214'091 CHF | 99.85% | 99.85% |
07.11.2024 | 0.92% | 86.05 % | 86.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'572 CHF | 218'572 CHF | 99.88% | 99.88% |