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 | 1.99% | 49.60 % | 50.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 49'701 CHF | 50'701 CHF | 98.15% | 98.15% |
19.11.2024 | 1.98% | 50.20 % | 51.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 50'131 CHF | 51'131 CHF | 93.72% | 93.72% |
18.11.2024 | 1.92% | 51.35 % | 52.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 51'590 CHF | 52'590 CHF | 70.73% | 70.73% |
15.11.2024 | 1.93% | 51.45 % | 52.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 51'266 CHF | 52'266 CHF | 88.20% | 88.20% |
14.11.2024 | 1.97% | 50.70 % | 51.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 50'357 CHF | 51'357 CHF | 65.05% | 65.05% |
13.11.2024 | 2.02% | 49.40 % | 50.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 49'125 CHF | 50'125 CHF | 74.74% | 74.74% |
12.11.2024 | 2.02% | 48.70 % | 49.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 49'037 CHF | 50'037 CHF | 49.39% | 49.39% |
11.11.2024 | 1.95% | 50.65 % | 51.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 50'653 CHF | 51'653 CHF | 79.58% | 79.58% |
08.11.2024 | 1.95% | 50.00 % | 51.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 50'800 CHF | 51'800 CHF | 76.00% | 76.00% |
07.11.2024 | 1.82% | 54.50 % | 55.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'329 CHF | 55'329 CHF | 99.16% | 99.16% |