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 | 0.69% | 71.32 % | 71.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 179'447 CHF | 180'697 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 72.13 % | 72.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 179'021 CHF | 180'271 CHF | 89.36% | 89.36% |
18.11.2024 | 0.68% | 72.95 % | 73.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 182'248 CHF | 183'498 CHF | 87.56% | 87.56% |
15.11.2024 | 0.68% | 73.11 % | 73.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 183'138 CHF | 184'388 CHF | 33.86% | 33.86% |
14.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.69% | 72.40 % | 72.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'396 CHF | 181'646 CHF | 18.87% | 18.87% |
12.11.2024 | 0.62% | 78.20 % | 78.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'462 CHF | 202'712 CHF | 68.69% | 68.69% |
11.11.2024 | 0.55% | 90.16 % | 90.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'767 CHF | 228'017 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 87.74 % | 88.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'047 CHF | 224'297 CHF | 99.69% | 99.69% |
07.11.2024 | 0.53% | 93.94 % | 94.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'758 CHF | 237'008 CHF | 99.29% | 99.29% |