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 | 4.22% | 29.20 % | 30.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 150'757 CHF | 157'257 CHF | 99.37% | 99.37% |
19.11.2024 | 4.10% | 31.10 % | 32.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 155'141 CHF | 161'641 CHF | 100.00% | 100.00% |
18.11.2024 | 4.11% | 30.70 % | 32.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 154'862 CHF | 161'362 CHF | 100.00% | 100.00% |
15.11.2024 | 4.09% | 32.40 % | 33.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 167'058 CHF | 174'026 CHF | 99.04% | 99.04% |
14.11.2024 | 3.91% | 35.30 % | 36.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 175'637 CHF | 182'647 CHF | 99.10% | 99.10% |
13.11.2024 | 4.01% | 33.60 % | 35.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 167'202 CHF | 174'037 CHF | 99.67% | 99.67% |
12.11.2024 | 2.73% | 34.10 % | 35.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 181'205 CHF | 186'223 CHF | 93.51% | 93.51% |
11.11.2024 | 2.69% | 38.50 % | 39.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 188'278 CHF | 193'410 CHF | 100.00% | 100.00% |
08.11.2024 | 2.76% | 40.10 % | 41.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 192'375 CHF | 197'761 CHF | 100.00% | 100.00% |
07.11.2024 | 2.68% | 37.40 % | 38.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 192'382 CHF | 197'614 CHF | 73.71% | 73.71% |