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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.11.2024 | 1.00% | 64.69 % | 65.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'994 CHF | 161'598 CHF | 99.91% | 99.91% |
28.11.2024 | 1.00% | 63.86 % | 64.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 159'506 CHF | 161'106 CHF | 100.00% | 100.00% |
27.11.2024 | 1.00% | 64.33 % | 64.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 160'131 CHF | 161'739 CHF | 100.00% | 100.00% |
26.11.2024 | 1.00% | 63.63 % | 64.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 155'496 CHF | 157'065 CHF | 99.99% | 99.99% |
25.11.2024 | 1.00% | 62.13 % | 62.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 156'809 CHF | 158'388 CHF | 99.57% | 99.57% |
22.11.2024 | 1.00% | 61.90 % | 62.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 151'508 CHF | 153'033 CHF | 99.99% | 99.99% |
20.11.2024 | 1.00% | 60.08 % | 60.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 147'617 CHF | 149'096 CHF | 99.86% | 99.86% |
19.11.2024 | 1.00% | 58.28 % | 58.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'226 CHF | 145'676 CHF | 99.76% | 99.76% |
18.11.2024 | 1.00% | 58.14 % | 58.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 149'237 CHF | 150'734 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 60.39 % | 61.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 155'218 CHF | 156'777 CHF | 98.36% | 98.36% |