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 | 4.75% | 13.27 % | 13.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 68'784 CHF | 72'134 CHF | 99.37% | 99.37% |
19.11.2024 | 4.62% | 14.17 % | 14.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 70'799 CHF | 74'149 CHF | 100.00% | 100.00% |
18.11.2024 | 4.62% | 14.07 % | 14.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 70'799 CHF | 74'149 CHF | 100.00% | 100.00% |
15.11.2024 | 4.28% | 14.77 % | 15.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 76'546 CHF | 79'895 CHF | 99.04% | 99.04% |
14.11.2024 | 4.08% | 16.17 % | 16.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 80'467 CHF | 83'817 CHF | 99.10% | 99.10% |
13.11.2024 | 4.07% | 15.37 % | 16.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 76'745 CHF | 79'938 CHF | 99.67% | 99.67% |
12.11.2024 | 1.60% | 15.77 % | 16.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 83'917 CHF | 85'267 CHF | 93.51% | 93.51% |
11.11.2024 | 1.55% | 17.67 % | 17.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 86'637 CHF | 87'987 CHF | 100.00% | 100.00% |
08.11.2024 | 1.50% | 18.47 % | 18.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 89'124 CHF | 90'474 CHF | 100.00% | 100.00% |
07.11.2024 | 1.51% | 17.17 % | 17.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 88'686 CHF | 90'036 CHF | 73.71% | 73.71% |