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 | 2.69% | 36.15 % | 37.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 36'718 CHF | 37'718 CHF | 98.15% | 98.15% |
19.11.2024 | 2.67% | 36.95 % | 37.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 36'975 CHF | 37'975 CHF | 93.72% | 93.72% |
18.11.2024 | 2.67% | 36.95 % | 37.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 37'004 CHF | 38'004 CHF | 80.75% | 80.75% |
15.11.2024 | 2.63% | 37.20 % | 38.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 37'474 CHF | 38'474 CHF | 93.80% | 93.80% |
14.11.2024 | 2.63% | 37.80 % | 38.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 37'551 CHF | 38'551 CHF | 63.19% | 63.19% |
13.11.2024 | 2.60% | 37.05 % | 38.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 37'917 CHF | 38'917 CHF | 63.40% | 63.40% |
12.11.2024 | 2.48% | 39.90 % | 40.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 39'866 CHF | 40'866 CHF | 18.39% | 18.39% |
11.11.2024 | 2.21% | 44.80 % | 45.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 44'789 CHF | 45'789 CHF | 81.45% | 81.45% |
08.11.2024 | 2.24% | 44.05 % | 45.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 44'051 CHF | 45'051 CHF | 86.88% | 86.88% |
07.11.2024 | 2.20% | 44.60 % | 45.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 44'858 CHF | 45'858 CHF | 99.16% | 99.16% |