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 | 4.22% | 41.80 % | 43.60 % | 250'000 | 250'000 | 72'137 | 72'137 | 30'202 CHF | 31'500 CHF | 97.23% | 97.23% |
19.11.2024 | 4.03% | 43.30 % | 45.10 % | 250'000 | 250'000 | 73'243 | 73'243 | 31'898 CHF | 33'218 CHF | 100.00% | 100.00% |
18.11.2024 | 4.10% | 44.00 % | 45.80 % | 250'000 | 250'000 | 73'135 | 73'519 | 31'759 CHF | 33'250 CHF | 100.00% | 100.00% |
15.11.2024 | 4.06% | 42.50 % | 44.30 % | 250'000 | 250'000 | 70'956 | 70'956 | 30'810 CHF | 32'093 CHF | 100.00% | 100.00% |
14.11.2024 | 3.73% | 47.30 % | 49.10 % | 250'000 | 250'000 | 73'961 | 73'961 | 34'666 CHF | 35'998 CHF | 100.00% | 100.00% |
13.11.2024 | 3.63% | 48.10 % | 49.90 % | 250'000 | 250'000 | 74'061 | 74'061 | 35'716 CHF | 37'049 CHF | 100.00% | 100.00% |
12.11.2024 | 3.64% | 48.50 % | 50.30 % | 250'000 | 250'000 | 74'116 | 74'116 | 36'183 CHF | 37'517 CHF | 100.00% | 100.00% |
11.11.2024 | 3.44% | 49.80 % | 51.60 % | 250'000 | 250'000 | 72'344 | 72'344 | 37'081 CHF | 38'387 CHF | 100.00% | 100.00% |
08.11.2024 | 1.67% | 59.30 % | 60.30 % | 25'000 | 250'000 | 25'000 | 232'559 | 14'825 CHF | 140'233 CHF | 92.24% | 92.24% |
07.11.2024 | 3.02% | 58.50 % | 60.30 % | 250'000 | 141'000 | 75'478 | 130'010 | 44'423 CHF | 78'666 CHF | 97.97% | 97.97% |