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 | 3.48% | 88.13 % | 91.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'212 CHF | 91'336 CHF | 100.00% | 100.00% |
19.11.2024 | 3.30% | 87.83 % | 90.94 % | 100'000 | 100'000 | 110'134 | 110'134 | 96'899 CHF | 99'929 CHF | 99.95% | 99.95% |
18.11.2024 | 0.89% | 89.24 % | 90.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'426 CHF | 225'426 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 88.42 % | 89.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'396 CHF | 223'396 CHF | 99.98% | 99.98% |
14.11.2024 | 0.90% | 88.42 % | 89.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'416 CHF | 224'416 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 89.94 % | 90.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'943 CHF | 228'943 CHF | 99.88% | 99.88% |
12.11.2024 | 0.88% | 90.59 % | 91.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'250 CHF | 228'250 CHF | 21.34% | 21.34% |
11.11.2024 | 0.86% | 92.71 % | 93.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'397 CHF | 234'397 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 92.57 % | 93.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'700 CHF | 236'700 CHF | 99.23% | 99.23% |
07.11.2024 | 0.84% | 95.27 % | 96.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'192 CHF | 238'192 CHF | 99.98% | 99.98% |