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% | 7.47 % | 7.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 20'526 CHF | 20'941 CHF | 99.97% | 99.97% |
19.11.2024 | 1.99% | 9.08 % | 9.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 22'077 CHF | 22'522 CHF | 99.97% | 99.97% |
18.11.2024 | 2.00% | 8.59 % | 8.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 21'997 CHF | 22'442 CHF | 100.00% | 100.00% |
15.11.2024 | 2.00% | 10.39 % | 10.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 28'126 CHF | 28'694 CHF | 99.99% | 99.99% |
14.11.2024 | 1.99% | 12.12 % | 12.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 30'141 CHF | 30'748 CHF | 99.98% | 99.98% |
13.11.2024 | 2.00% | 10.83 % | 11.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 26'784 CHF | 27'326 CHF | 99.99% | 99.99% |
12.11.2024 | 2.00% | 11.14 % | 11.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 32'701 CHF | 33'361 CHF | 99.97% | 99.97% |
11.11.2024 | 2.00% | 14.86 % | 15.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 35'531 CHF | 36'249 CHF | 100.00% | 100.00% |
08.11.2024 | 2.00% | 16.71 % | 17.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 38'115 CHF | 38'885 CHF | 100.00% | 100.00% |
07.11.2024 | 1.99% | 14.01 % | 14.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 37'226 CHF | 37'975 CHF | 99.56% | 99.56% |