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 | 1.15% | 86.35 % | 87.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'609 CHF | 87'609 CHF | 98.15% | 98.15% |
19.11.2024 | 1.16% | 86.30 % | 87.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'987 CHF | 86'987 CHF | 93.72% | 93.72% |
18.11.2024 | 1.15% | 86.40 % | 87.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'217 CHF | 87'217 CHF | 70.47% | 70.47% |
15.11.2024 | 1.13% | 86.85 % | 87.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'943 CHF | 88'943 CHF | 87.93% | 87.93% |
14.11.2024 | 1.11% | 89.45 % | 90.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'444 CHF | 90'444 CHF | 65.44% | 65.44% |
13.11.2024 | 1.11% | 89.00 % | 90.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'415 CHF | 90'415 CHF | 75.53% | 75.53% |
12.11.2024 | 1.10% | 90.20 % | 91.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'403 CHF | 91'403 CHF | 49.63% | 49.63% |
11.11.2024 | 1.09% | 90.75 % | 91.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'009 CHF | 92'009 CHF | 64.04% | 64.04% |
08.11.2024 | 1.10% | 90.10 % | 91.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'264 CHF | 91'264 CHF | 86.86% | 86.86% |
07.11.2024 | 1.10% | 91.05 % | 92.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'754 CHF | 91'754 CHF | 99.16% | 99.16% |