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 | 1.13% | 86.55 % | 87.55 % | 200'000 | 200'000 | 200'000 | 200'000 | 175'241 CHF | 177'241 CHF | 99.85% | 99.85% |
19.11.2024 | 1.14% | 86.96 % | 87.96 % | 200'000 | 189'000 | 200'000 | 191'102 | 174'689 CHF | 168'856 CHF | 99.40% | 99.40% |
18.11.2024 | 1.12% | 89.05 % | 90.05 % | 200'000 | 200'000 | 200'000 | 200'000 | 177'063 CHF | 179'063 CHF | 99.99% | 99.99% |
15.11.2024 | 1.13% | 87.57 % | 88.57 % | 200'000 | 190'000 | 200'000 | 190'022 | 176'150 CHF | 169'262 CHF | 99.98% | 99.98% |
14.11.2024 | 1.12% | 90.83 % | 91.83 % | 200'000 | 200'000 | 200'000 | 200'000 | 178'319 CHF | 180'319 CHF | 99.97% | 99.97% |
13.11.2024 | 1.11% | 89.35 % | 90.35 % | 200'000 | 200'000 | 200'000 | 200'000 | 179'061 CHF | 181'061 CHF | 99.51% | 99.51% |
12.11.2024 | 1.11% | 89.20 % | 90.20 % | 200'000 | 200'000 | 200'000 | 200'000 | 179'602 CHF | 181'602 CHF | 20.72% | 20.72% |
11.11.2024 | 1.06% | 93.13 % | 94.13 % | 200'000 | 200'000 | 200'000 | 200'000 | 187'544 CHF | 189'544 CHF | 100.00% | 100.00% |
08.11.2024 | 1.10% | 89.99 % | 90.99 % | 200'000 | 200'000 | 200'000 | 200'000 | 181'613 CHF | 183'613 CHF | 99.91% | 99.91% |
07.11.2024 | 1.07% | 92.24 % | 93.24 % | 200'000 | 200'000 | 200'000 | 200'000 | 185'450 CHF | 187'450 CHF | 99.95% | 99.95% |