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 | 1.50% | 84.94 % | 87.53 % | 70'000 | 100'000 | 201'323 | 207'042 | 176'186 CHF | 183'212 CHF | 74.06% | 74.22% |
19.11.2024 | 0.89% | 87.89 % | 88.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'620 CHF | 224'620 CHF | 99.82% | 99.82% |
18.11.2024 | 0.91% | 89.00 % | 89.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'752 CHF | 221'752 CHF | 99.95% | 99.95% |
15.11.2024 | 0.92% | 85.84 % | 86.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'404 CHF | 218'404 CHF | 99.99% | 99.99% |
14.11.2024 | 0.90% | 86.85 % | 87.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'261 CHF | 223'261 CHF | 99.90% | 99.90% |
13.11.2024 | 0.88% | 90.18 % | 90.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'990 CHF | 228'990 CHF | 99.86% | 99.86% |
12.11.2024 | 0.88% | 90.14 % | 90.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'907 CHF | 227'907 CHF | 20.96% | 20.96% |
11.11.2024 | 0.85% | 93.22 % | 94.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'050 CHF | 237'050 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 93.45 % | 94.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'010 CHF | 238'010 CHF | 37.89% | 37.89% |
07.11.2024 | 0.85% | 95.07 % | 95.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'496 CHF | 237'496 CHF | 99.95% | 99.95% |