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 | 2.06% | 38.29 % | 39.09 % | 200'000 | 200'000 | 200'000 | 200'000 | 76'958 CHF | 78'558 CHF | 100.00% | 100.00% |
19.11.2024 | 2.03% | 38.75 % | 39.55 % | 200'000 | 200'000 | 200'000 | 200'000 | 78'148 CHF | 79'748 CHF | 89.38% | 89.38% |
18.11.2024 | 1.96% | 40.35 % | 41.15 % | 200'000 | 200'000 | 200'000 | 200'000 | 80'943 CHF | 82'543 CHF | 99.68% | 99.68% |
15.11.2024 | 1.88% | 41.64 % | 42.44 % | 200'000 | 200'000 | 200'000 | 200'000 | 84'088 CHF | 85'688 CHF | 100.00% | 100.00% |
14.11.2024 | 1.86% | 42.45 % | 43.25 % | 200'000 | 200'000 | 200'000 | 200'000 | 85'153 CHF | 86'753 CHF | 99.95% | 99.95% |
13.11.2024 | 1.84% | 42.76 % | 43.56 % | 200'000 | 200'000 | 200'000 | 200'000 | 86'361 CHF | 87'961 CHF | 100.00% | 100.00% |
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% |