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 | 2.00% | 18.55 % | 18.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 45'529 CHF | 46'449 CHF | 99.89% | 99.89% |
19.11.2024 | 2.00% | 18.18 % | 18.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 45'984 CHF | 46'912 CHF | 99.80% | 99.80% |
18.11.2024 | 2.00% | 18.56 % | 18.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 46'163 CHF | 47'095 CHF | 99.98% | 99.98% |
15.11.2024 | 2.00% | 20.01 % | 20.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 51'451 CHF | 52'489 CHF | 99.98% | 99.98% |
14.11.2024 | 2.01% | 19.66 % | 20.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 50'314 CHF | 51'337 CHF | 99.92% | 99.92% |
13.11.2024 | 2.00% | 19.72 % | 20.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 50'788 CHF | 51'811 CHF | 99.55% | 99.55% |
12.11.2024 | 2.00% | 20.91 % | 21.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 54'846 CHF | 55'955 CHF | 99.93% | 99.93% |
11.11.2024 | 2.00% | 21.40 % | 21.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 55'429 CHF | 56'548 CHF | 100.00% | 100.00% |
08.11.2024 | 2.00% | 22.64 % | 23.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 59'169 CHF | 60'363 CHF | 99.97% | 99.97% |
07.11.2024 | 2.00% | 23.70 % | 24.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 52'053 CHF | 53'104 CHF | 98.99% | 98.99% |