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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.11.2024 | 1.75% | 44.97 % | 45.77 % | 200'000 | 200'000 | 200'000 | 200'000 | 90'837 CHF | 92'437 CHF | 98.63% | 98.63% |
11.11.2024 | 1.68% | 47.01 % | 47.81 % | 200'000 | 200'000 | 200'000 | 200'000 | 94'440 CHF | 96'040 CHF | 100.00% | 100.00% |
08.11.2024 | 1.62% | 48.21 % | 49.01 % | 200'000 | 200'000 | 200'000 | 200'000 | 97'689 CHF | 99'289 CHF | 99.84% | 99.84% |
07.11.2024 | 1.57% | 50.55 % | 51.35 % | 200'000 | 200'000 | 200'000 | 200'000 | 100'836 CHF | 102'436 CHF | 99.74% | 99.74% |
06.11.2024 | 1.56% | 49.37 % | 50.17 % | 200'000 | 200'000 | 200'000 | 200'000 | 101'968 CHF | 103'568 CHF | 100.00% | 100.00% |
05.11.2024 | 1.47% | 53.70 % | 54.50 % | 200'000 | 200'000 | 200'000 | 200'000 | 107'896 CHF | 109'496 CHF | 100.00% | 100.00% |
04.11.2024 | 1.32% | 60.24 % | 61.04 % | 200'000 | 200'000 | 200'000 | 200'000 | 120'480 CHF | 122'080 CHF | 0.37% | 0.37% |
01.11.2024 | 1.34% | 59.96 % | 60.76 % | 200'000 | 200'000 | 200'000 | 200'000 | 118'330 CHF | 119'930 CHF | 95.71% | 95.71% |
31.10.2024 | 1.33% | 58.88 % | 59.68 % | 200'000 | 200'000 | 200'000 | 200'000 | 119'311 CHF | 120'911 CHF | 100.00% | 100.00% |
30.10.2024 | 1.15% | 69.04 % | 69.84 % | 200'000 | 200'000 | 200'000 | 200'000 | 138'080 CHF | 139'680 CHF | 0.38% | 0.38% |