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 | 1.43% | 33.64 % | 34.14 % | 20'000 | 200'000 | 20'000 | 200'000 | 6'933 CHF | 70'333 CHF | 99.99% | 99.99% |
19.11.2024 | 1.40% | 35.48 % | 35.98 % | 20'000 | 200'000 | 20'000 | 200'000 | 7'076 CHF | 71'758 CHF | 99.91% | 99.91% |
18.11.2024 | 1.40% | 35.24 % | 35.74 % | 20'000 | 200'000 | 20'000 | 200'000 | 7'077 CHF | 71'768 CHF | 99.99% | 99.99% |
15.11.2024 | 1.33% | 36.43 % | 36.93 % | 20'000 | 200'000 | 20'000 | 200'000 | 7'497 CHF | 75'966 CHF | 99.98% | 99.98% |
14.11.2024 | 1.27% | 39.22 % | 39.72 % | 20'000 | 200'000 | 20'000 | 200'000 | 7'827 CHF | 79'273 CHF | 100.00% | 100.00% |
13.11.2024 | 1.32% | 37.83 % | 38.33 % | 20'000 | 200'000 | 20'000 | 200'000 | 7'531 CHF | 76'309 CHF | 100.00% | 100.00% |
12.11.2024 | 1.24% | 37.95 % | 38.45 % | 20'000 | 200'000 | 20'000 | 200'000 | 8'009 CHF | 81'089 CHF | 100.00% | 100.00% |
11.11.2024 | 1.21% | 41.87 % | 42.37 % | 20'000 | 200'000 | 20'000 | 200'000 | 8'233 CHF | 83'329 CHF | 100.00% | 100.00% |
08.11.2024 | 1.18% | 43.55 % | 44.05 % | 20'000 | 200'000 | 20'000 | 200'000 | 8'441 CHF | 85'413 CHF | 99.97% | 99.97% |
07.11.2024 | 1.19% | 41.08 % | 41.58 % | 20'000 | 200'000 | 20'000 | 200'000 | 8'373 CHF | 84'732 CHF | 99.46% | 99.46% |