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 | 2.65% | 36.65 % | 37.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 37'224 CHF | 38'224 CHF | 98.15% | 98.15% |
19.11.2024 | 2.63% | 37.50 % | 38.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 37'491 CHF | 38'491 CHF | 93.72% | 93.72% |
18.11.2024 | 2.63% | 37.45 % | 38.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 37'510 CHF | 38'510 CHF | 70.97% | 70.97% |
15.11.2024 | 2.60% | 37.70 % | 38.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 37'999 CHF | 38'999 CHF | 92.83% | 92.83% |
14.11.2024 | 2.57% | 38.35 % | 39.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 38'440 CHF | 39'440 CHF | 28.78% | 28.78% |
13.11.2024 | 2.57% | 37.60 % | 38.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 38'463 CHF | 39'463 CHF | 63.50% | 63.50% |
12.11.2024 | 2.44% | 40.45 % | 41.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 40'414 CHF | 41'414 CHF | 18.39% | 18.39% |
11.11.2024 | 2.18% | 45.30 % | 46.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 45'336 CHF | 46'336 CHF | 80.25% | 80.25% |
08.11.2024 | 2.22% | 44.60 % | 45.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 44'604 CHF | 45'604 CHF | 87.26% | 87.26% |
07.11.2024 | 2.18% | 45.15 % | 46.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 45'413 CHF | 46'413 CHF | 97.51% | 97.51% |