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 | 1.47% | 88.10 % | 90.78 % | 75'000 | 75'000 | 131'740 | 72'642 | 116'847 CHF | 65'261 CHF | 86.59% | 86.59% |
19.11.2024 | 1.10% | 89.60 % | 90.60 % | 150'000 | 75'000 | 150'000 | 75'000 | 135'905 CHF | 68'703 CHF | 99.81% | 99.81% |
18.11.2024 | 0.95% | 90.16 % | 91.16 % | 150'000 | 75'000 | 219'512 | 196'242 | 196'867 CHF | 177'546 CHF | 68.79% | 100.00% |
15.11.2024 | 0.90% | 87.62 % | 88.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'661 CHF | 222'661 CHF | 99.99% | 99.99% |
14.11.2024 | 0.89% | 89.11 % | 89.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'970 CHF | 224'970 CHF | 99.94% | 99.94% |
13.11.2024 | 0.88% | 90.15 % | 90.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'142 CHF | 228'142 CHF | 99.95% | 99.95% |
12.11.2024 | 0.88% | 89.99 % | 90.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'422 CHF | 228'422 CHF | 20.96% | 20.96% |
11.11.2024 | 0.85% | 93.39 % | 94.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'921 CHF | 236'921 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 93.85 % | 94.65 % | 220'000 | 220'000 | 235'953 | 235'716 | 224'453 CHF | 226'112 CHF | 97.70% | 97.70% |
07.11.2024 | 0.84% | 95.82 % | 96.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'043 CHF | 240'043 CHF | 100.00% | 100.00% |