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 | 1.34% | 72.25 % | 73.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'035 CHF | 75'035 CHF | 97.25% | 97.25% |
19.11.2024 | 1.47% | 71.30 % | 72.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 67'777 CHF | 68'777 CHF | 80.39% | 80.39% |
18.11.2024 | 1.31% | 80.25 % | 81.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 76'026 CHF | 77'026 CHF | 64.19% | 64.19% |
15.11.2024 | 1.18% | 82.80 % | 83.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'039 CHF | 85'039 CHF | 81.37% | 81.37% |
14.11.2024 | 1.18% | 86.30 % | 87.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'106 CHF | 85'106 CHF | 29.56% | 29.56% |
13.11.2024 | 1.04% | 94.80 % | 95.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'806 CHF | 96'806 CHF | 74.75% | 74.75% |
12.11.2024 | 1.04% | 96.00 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'696 CHF | 96'696 CHF | 51.06% | 51.06% |
11.11.2024 | 1.03% | 96.65 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'051 CHF | 98'051 CHF | 81.18% | 81.18% |
08.11.2024 | 1.03% | 96.95 % | 97.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'327 CHF | 97'327 CHF | 86.81% | 86.81% |
07.11.2024 | 1.00% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'040 CHF | 100'035 CHF | 99.16% | 99.16% |