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 | 1.19% | 82.80 % | 83.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'256 CHF | 84'256 CHF | 97.25% | 97.25% |
19.11.2024 | 1.20% | 82.65 % | 83.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'602 CHF | 83'602 CHF | 93.72% | 93.72% |
18.11.2024 | 1.19% | 83.70 % | 84.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'414 CHF | 84'414 CHF | 70.32% | 70.32% |
15.11.2024 | 1.18% | 83.35 % | 84.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'341 CHF | 85'341 CHF | 87.96% | 87.96% |
14.11.2024 | 1.18% | 84.85 % | 85.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'573 CHF | 85'573 CHF | 63.17% | 63.17% |
13.11.2024 | 1.20% | 83.05 % | 84.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'019 CHF | 84'019 CHF | 63.84% | 63.84% |
12.11.2024 | 1.19% | 83.55 % | 84.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'874 CHF | 84'874 CHF | 29.56% | 29.56% |
11.11.2024 | 1.17% | 85.10 % | 86.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'178 CHF | 86'178 CHF | 12.10% | 12.10% |
08.11.2024 | 1.17% | 84.65 % | 85.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'274 CHF | 86'274 CHF | 75.78% | 75.78% |
07.11.2024 | 1.13% | 87.80 % | 88.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'641 CHF | 88'641 CHF | 99.16% | 99.16% |