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% | 72.24 % | 72.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 179'905 CHF | 181'715 CHF | 99.96% | 99.96% |
19.11.2024 | 1.00% | 71.87 % | 72.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 181'738 CHF | 183'563 CHF | 99.76% | 99.76% |
18.11.2024 | 1.00% | 73.08 % | 73.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'608 CHF | 185'453 CHF | 99.99% | 99.99% |
15.11.2024 | 1.00% | 76.41 % | 77.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'624 CHF | 196'582 CHF | 99.97% | 99.97% |
14.11.2024 | 1.00% | 75.82 % | 76.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'387 CHF | 194'316 CHF | 99.93% | 99.93% |
13.11.2024 | 1.00% | 76.21 % | 76.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'509 CHF | 195'455 CHF | 99.93% | 99.93% |
12.11.2024 | 0.99% | 78.23 % | 79.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'861 CHF | 201'857 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 78.97 % | 79.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 200'252 CHF | 202'248 CHF | 99.99% | 99.99% |
08.11.2024 | 0.99% | 80.27 % | 81.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'899 CHF | 203'899 CHF | 99.99% | 99.99% |
07.11.2024 | 1.00% | 80.70 % | 81.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 192'085 CHF | 194'012 CHF | 98.94% | 98.94% |