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 | 1.62% | 61.25 % | 62.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 61'344 CHF | 62'344 CHF | 98.15% | 98.15% |
19.11.2024 | 1.60% | 61.95 % | 62.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 61'880 CHF | 62'880 CHF | 93.72% | 93.72% |
18.11.2024 | 1.56% | 63.35 % | 64.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 63'629 CHF | 64'629 CHF | 69.91% | 69.91% |
15.11.2024 | 1.57% | 63.45 % | 64.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 63'230 CHF | 64'230 CHF | 88.35% | 88.35% |
14.11.2024 | 1.60% | 62.55 % | 63.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 62'144 CHF | 63'144 CHF | 65.45% | 65.45% |
13.11.2024 | 1.64% | 60.95 % | 61.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'655 CHF | 61'655 CHF | 75.54% | 75.54% |
12.11.2024 | 1.64% | 60.10 % | 61.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 60'535 CHF | 61'535 CHF | 50.31% | 50.31% |
11.11.2024 | 1.59% | 62.50 % | 63.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 62'487 CHF | 63'487 CHF | 80.33% | 80.33% |
08.11.2024 | 1.58% | 61.70 % | 62.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 62'658 CHF | 63'658 CHF | 75.84% | 75.84% |
07.11.2024 | 1.48% | 67.15 % | 68.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 66'890 CHF | 67'890 CHF | 99.16% | 99.16% |