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 | 1.06% | 46.09 % | 46.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 117'330 CHF | 118'580 CHF | 100.00% | 100.00% |
19.11.2024 | 1.04% | 47.72 % | 48.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 119'028 CHF | 120'278 CHF | 89.38% | 89.38% |
18.11.2024 | 1.04% | 47.46 % | 47.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 119'139 CHF | 120'389 CHF | 99.68% | 99.68% |
15.11.2024 | 1.01% | 48.80 % | 49.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 123'743 CHF | 124'993 CHF | 34.43% | 34.43% |
14.11.2024 | 0.97% | 51.32 % | 51.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 127'972 CHF | 129'222 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 49.94 % | 50.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 124'546 CHF | 125'796 CHF | 92.48% | 92.48% |
12.11.2024 | 0.96% | 50.23 % | 50.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 130'121 CHF | 131'371 CHF | 92.15% | 92.15% |
11.11.2024 | 0.94% | 53.73 % | 54.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 132'677 CHF | 133'927 CHF | 99.74% | 99.74% |
08.11.2024 | 0.92% | 55.15 % | 55.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'940 CHF | 136'190 CHF | 99.84% | 99.84% |
07.11.2024 | 0.93% | 52.49 % | 52.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'474 CHF | 135'724 CHF | 71.85% | 71.85% |