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 | 4.15% | 41.80 % | 43.60 % | 250'000 | 5'000 | 250'000 | 5'000 | 106'251 CHF | 2'215 CHF | 97.94% | 97.94% |
19.11.2024 | 4.24% | 41.40 % | 43.20 % | 250'000 | 5'000 | 250'000 | 5'000 | 103'945 CHF | 2'169 CHF | 100.00% | 100.00% |
18.11.2024 | 4.09% | 42.80 % | 44.60 % | 250'000 | 5'000 | 250'000 | 5'000 | 107'828 CHF | 2'247 CHF | 100.00% | 100.00% |
15.11.2024 | 3.98% | 44.40 % | 46.20 % | 250'000 | 5'000 | 250'000 | 5'000 | 110'789 CHF | 2'306 CHF | 100.00% | 100.00% |
14.11.2024 | 4.13% | 43.80 % | 45.60 % | 250'000 | 5'000 | 250'000 | 5'000 | 106'791 CHF | 2'226 CHF | 100.00% | 100.00% |
13.11.2024 | 4.35% | 40.40 % | 42.20 % | 250'000 | 5'000 | 250'000 | 5'000 | 101'109 CHF | 2'112 CHF | 100.00% | 100.00% |
12.11.2024 | 4.43% | 38.60 % | 40.40 % | 250'000 | 5'000 | 250'000 | 5'000 | 99'345 CHF | 2'077 CHF | 100.00% | 100.00% |
11.11.2024 | 4.15% | 42.80 % | 44.60 % | 250'000 | 5'000 | 250'000 | 5'000 | 106'126 CHF | 2'213 CHF | 100.00% | 100.00% |
08.11.2024 | 4.05% | 42.60 % | 44.40 % | 250'000 | 5'000 | 250'000 | 5'000 | 109'046 CHF | 2'271 CHF | 100.00% | 100.00% |
07.11.2024 | 3.61% | 49.70 % | 51.50 % | 250'000 | 5'000 | 250'000 | 5'000 | 122'453 CHF | 2'539 CHF | 99.76% | 99.76% |