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 | 1.92% | 35.23 % | 35.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 54'050 CHF | 55'100 CHF | 100.00% | 100.00% |
19.11.2024 | 1.89% | 36.79 % | 37.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 55'011 CHF | 56'061 CHF | 89.38% | 89.38% |
18.11.2024 | 1.89% | 36.54 % | 37.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 55'083 CHF | 56'133 CHF | 99.62% | 99.62% |
15.11.2024 | 1.80% | 37.80 % | 38.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 57'702 CHF | 58'752 CHF | 34.43% | 34.43% |
14.11.2024 | 1.73% | 40.20 % | 40.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 60'102 CHF | 61'152 CHF | 100.00% | 100.00% |
13.11.2024 | 1.79% | 38.88 % | 39.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 58'189 CHF | 59'239 CHF | 80.05% | 80.05% |
12.11.2024 | 1.70% | 39.15 % | 39.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 61'316 CHF | 62'366 CHF | 92.05% | 92.05% |
11.11.2024 | 1.66% | 42.47 % | 43.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 62'782 CHF | 63'832 CHF | 99.74% | 99.74% |
08.11.2024 | 1.63% | 43.81 % | 44.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 64'064 CHF | 65'114 CHF | 99.85% | 99.85% |
07.11.2024 | 1.63% | 41.31 % | 42.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 63'782 CHF | 64'832 CHF | 71.42% | 71.42% |