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 | 1.85% | 53.35 % | 54.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 53'451 CHF | 54'451 CHF | 98.15% | 98.15% |
19.11.2024 | 1.84% | 54.00 % | 55.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 53'918 CHF | 54'918 CHF | 93.72% | 93.72% |
18.11.2024 | 1.79% | 55.20 % | 56.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'468 CHF | 56'468 CHF | 70.48% | 70.48% |
15.11.2024 | 1.80% | 55.30 % | 56.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'130 CHF | 56'130 CHF | 87.94% | 87.94% |
14.11.2024 | 1.83% | 54.55 % | 55.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'173 CHF | 55'173 CHF | 65.64% | 65.64% |
13.11.2024 | 1.87% | 53.15 % | 54.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 52'879 CHF | 53'879 CHF | 75.61% | 75.61% |
12.11.2024 | 1.88% | 52.40 % | 53.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 52'783 CHF | 53'783 CHF | 51.01% | 51.01% |
11.11.2024 | 1.82% | 54.50 % | 55.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'486 CHF | 55'486 CHF | 80.23% | 80.23% |
08.11.2024 | 1.81% | 53.85 % | 54.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'654 CHF | 55'654 CHF | 75.94% | 75.94% |
07.11.2024 | 1.70% | 58.60 % | 59.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 58'399 CHF | 59'399 CHF | 99.16% | 99.16% |