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% | 76.18 % | 76.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 191'536 CHF | 193'461 CHF | 99.80% | 99.80% |
19.11.2024 | 1.00% | 77.61 % | 78.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'261 CHF | 198'230 CHF | 99.86% | 99.86% |
18.11.2024 | 1.00% | 77.90 % | 78.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'592 CHF | 194'524 CHF | 99.97% | 99.97% |
15.11.2024 | 1.00% | 76.31 % | 77.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'357 CHF | 198'328 CHF | 99.97% | 99.97% |
14.11.2024 | 0.97% | 81.98 % | 82.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'650 CHF | 207'650 CHF | 99.92% | 99.92% |
13.11.2024 | 0.95% | 82.68 % | 83.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'851 CHF | 211'851 CHF | 99.86% | 99.86% |
12.11.2024 | 0.94% | 83.52 % | 84.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'477 CHF | 213'477 CHF | 99.98% | 99.98% |
11.11.2024 | 0.91% | 85.53 % | 86.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'277 CHF | 221'277 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 89.41 % | 90.21 % | 250'000 | 245'000 | 250'000 | 249'612 | 228'632 CHF | 230'281 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 92.90 % | 93.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'567 CHF | 235'567 CHF | 99.88% | 99.88% |