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 | 0.99% | 49.24 % | 49.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 125'545 CHF | 126'795 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 51.14 % | 51.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 127'523 CHF | 128'773 CHF | 89.36% | 89.36% |
18.11.2024 | 0.97% | 50.84 % | 51.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 127'652 CHF | 128'902 CHF | 99.67% | 99.67% |
15.11.2024 | 0.94% | 52.39 % | 52.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 133'016 CHF | 134'266 CHF | 34.43% | 34.43% |
14.11.2024 | 0.90% | 55.33 % | 55.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 137'941 CHF | 139'191 CHF | 100.00% | 100.00% |
13.11.2024 | 0.93% | 53.73 % | 54.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'043 CHF | 135'293 CHF | 80.19% | 80.19% |
12.11.2024 | 0.89% | 54.06 % | 54.56 % | 250'000 | 250'000 | 250'000 | 249'996 | 140'446 CHF | 141'693 CHF | 92.11% | 92.11% |
11.11.2024 | 0.87% | 58.14 % | 58.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 143'424 CHF | 144'674 CHF | 99.74% | 99.74% |
08.11.2024 | 0.85% | 59.79 % | 60.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 146'061 CHF | 147'311 CHF | 99.83% | 99.83% |
07.11.2024 | 0.86% | 56.69 % | 57.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 145'502 CHF | 146'752 CHF | 71.74% | 71.74% |