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 | 1.14% | 86.95 % | 87.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'576 CHF | 88'576 CHF | 98.15% | 98.15% |
19.11.2024 | 1.14% | 87.10 % | 88.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'130 CHF | 88'130 CHF | 80.50% | 80.50% |
18.11.2024 | 1.11% | 90.00 % | 91.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'853 CHF | 90'853 CHF | 70.66% | 70.66% |
15.11.2024 | 1.11% | 88.60 % | 89.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'398 CHF | 90'398 CHF | 92.78% | 92.78% |
14.11.2024 | 1.10% | 90.30 % | 91.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'784 CHF | 91'784 CHF | 63.19% | 63.19% |
13.11.2024 | 1.11% | 88.80 % | 89.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'638 CHF | 90'638 CHF | 63.24% | 63.24% |
12.11.2024 | 1.10% | 90.05 % | 91.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'168 CHF | 91'168 CHF | 15.77% | 15.77% |
11.11.2024 | 1.08% | 91.55 % | 92.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'845 CHF | 92'845 CHF | 79.59% | 79.59% |
08.11.2024 | 1.08% | 91.65 % | 92.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'809 CHF | 92'809 CHF | 86.92% | 86.92% |
07.11.2024 | 1.08% | 91.85 % | 92.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'009 CHF | 93'009 CHF | 99.16% | 99.16% |