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 | 1.16% | 42.76 % | 43.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 106'953 CHF | 108'203 CHF | 99.92% | 99.92% |
19.11.2024 | 1.11% | 43.79 % | 44.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 112'023 CHF | 113'273 CHF | 99.81% | 99.81% |
18.11.2024 | 1.15% | 44.07 % | 44.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 107'686 CHF | 108'936 CHF | 99.95% | 99.95% |
15.11.2024 | 1.12% | 41.99 % | 42.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 110'584 CHF | 111'834 CHF | 96.59% | 96.59% |
14.11.2024 | 1.03% | 47.92 % | 48.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 120'677 CHF | 121'927 CHF | 99.97% | 99.97% |
13.11.2024 | 1.00% | 48.84 % | 49.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 124'026 CHF | 125'277 CHF | 99.95% | 99.95% |
12.11.2024 | 1.00% | 51.71 % | 52.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 130'213 CHF | 131'518 CHF | 99.99% | 99.99% |
11.11.2024 | 1.00% | 53.18 % | 53.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 140'670 CHF | 142'083 CHF | 99.45% | 99.45% |
08.11.2024 | 1.00% | 58.02 % | 58.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 151'874 CHF | 153'400 CHF | 99.97% | 99.97% |
07.11.2024 | 1.00% | 62.85 % | 63.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 160'954 CHF | 162'571 CHF | 84.88% | 84.88% |