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 | 0.75% | 57.30 % | 57.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 57'599 CHF | 58'032 CHF | 61.65% | 61.65% |
19.11.2024 | 0.74% | 57.70 % | 58.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 57'736 CHF | 58'167 CHF | 94.59% | 94.59% |
18.11.2024 | 0.76% | 58.40 % | 58.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 58'353 CHF | 58'797 CHF | 29.25% | 29.25% |
15.11.2024 | 0.73% | 57.80 % | 58.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'814 CHF | 57'231 CHF | 24.10% | 24.10% |
14.11.2024 | 0.76% | 56.70 % | 57.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 57'142 CHF | 57'577 CHF | 82.57% | 82.57% |
13.11.2024 | 0.71% | 56.45 % | 56.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'331 CHF | 56'734 CHF | 64.30% | 64.30% |
12.11.2024 | 0.76% | 56.15 % | 56.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'099 CHF | 56'527 CHF | 73.68% | 73.68% |
11.11.2024 | 0.74% | 56.15 % | 56.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'934 CHF | 56'352 CHF | 69.24% | 69.24% |
08.11.2024 | 0.81% | 55.75 % | 56.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'632 CHF | 56'082 CHF | 19.63% | 19.63% |
07.11.2024 | 0.73% | 55.05 % | 55.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'071 CHF | 55'477 CHF | 23.00% | 23.00% |