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 | 4.69% | 57.40 % | 60.20 % | 250'000 | 5'000 | 250'000 | 5'000 | 145'840 CHF | 3'057 CHF | 97.95% | 97.95% |
19.11.2024 | 4.87% | 55.70 % | 58.50 % | 250'000 | 5'000 | 250'000 | 5'000 | 140'290 CHF | 2'946 CHF | 100.00% | 100.00% |
18.11.2024 | 4.61% | 58.90 % | 61.70 % | 250'000 | 5'000 | 250'000 | 5'000 | 148'466 CHF | 3'109 CHF | 100.00% | 100.00% |
15.11.2024 | 4.50% | 61.00 % | 63.80 % | 250'000 | 5'000 | 250'000 | 5'000 | 151'990 CHF | 3'180 CHF | 100.00% | 100.00% |
14.11.2024 | 4.77% | 59.20 % | 62.00 % | 250'000 | 5'000 | 250'000 | 5'000 | 143'208 CHF | 3'004 CHF | 100.00% | 100.00% |
13.11.2024 | 5.10% | 53.70 % | 56.50 % | 250'000 | 5'000 | 250'000 | 5'000 | 133'739 CHF | 2'815 CHF | 100.00% | 100.00% |
12.11.2024 | 5.05% | 51.50 % | 54.30 % | 250'000 | 5'000 | 250'000 | 5'000 | 135'232 CHF | 2'845 CHF | 88.02% | 88.02% |
11.11.2024 | 4.56% | 60.60 % | 63.40 % | 250'000 | 5'000 | 250'000 | 5'000 | 149'983 CHF | 3'140 CHF | 99.44% | 99.44% |
08.11.2024 | 4.44% | 59.30 % | 62.10 % | 250'000 | 5'000 | 250'000 | 5'000 | 154'145 CHF | 3'223 CHF | 100.00% | 100.00% |
07.11.2024 | 3.90% | 71.30 % | 74.10 % | 250'000 | 5'000 | 250'000 | 5'000 | 176'037 CHF | 3'661 CHF | 99.76% | 99.76% |