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 | 2.25% | 79.00 % | 80.80 % | 250'000 | 250'000 | 71'455 | 71'455 | 56'624 CHF | 57'910 CHF | 98.59% | 98.59% |
19.11.2024 | 2.29% | 79.10 % | 80.90 % | 250'000 | 250'000 | 72'776 | 72'776 | 57'614 CHF | 58'928 CHF | 100.00% | 100.00% |
18.11.2024 | 2.29% | 79.20 % | 81.00 % | 250'000 | 250'000 | 73'157 | 73'157 | 57'520 CHF | 58'840 CHF | 100.00% | 100.00% |
15.11.2024 | 2.23% | 79.90 % | 81.70 % | 250'000 | 250'000 | 73'603 | 73'603 | 59'077 CHF | 60'403 CHF | 100.00% | 100.00% |
14.11.2024 | 2.27% | 79.20 % | 81.00 % | 250'000 | 250'000 | 73'437 | 73'437 | 58'073 CHF | 59'397 CHF | 100.00% | 100.00% |
13.11.2024 | 2.28% | 79.20 % | 81.00 % | 250'000 | 250'000 | 73'293 | 73'293 | 57'881 CHF | 59'202 CHF | 100.00% | 100.00% |
12.11.2024 | 2.23% | 79.20 % | 81.00 % | 250'000 | 250'000 | 73'791 | 73'791 | 58'848 CHF | 60'177 CHF | 100.00% | 100.00% |
11.11.2024 | 2.19% | 81.10 % | 82.90 % | 250'000 | 250'000 | 73'601 | 73'601 | 59'728 CHF | 61'055 CHF | 100.00% | 100.00% |
08.11.2024 | 2.17% | 81.30 % | 83.10 % | 250'000 | 250'000 | 73'703 | 73'703 | 60'452 CHF | 61'779 CHF | 100.00% | 100.00% |
07.11.2024 | 1.18% | 84.80 % | 85.80 % | 500'000 | 500'000 | 147'470 | 147'470 | 125'446 CHF | 126'924 CHF | 100.00% | 100.00% |