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 | 1.38% | 71.75 % | 72.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 72'191 CHF | 73'191 CHF | 98.15% | 98.15% |
19.11.2024 | 1.35% | 73.65 % | 74.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'524 CHF | 74'524 CHF | 93.72% | 93.72% |
18.11.2024 | 1.28% | 77.05 % | 78.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'770 CHF | 78'770 CHF | 70.39% | 70.39% |
15.11.2024 | 1.30% | 77.45 % | 78.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 76'595 CHF | 77'595 CHF | 92.78% | 92.78% |
14.11.2024 | 1.33% | 74.90 % | 75.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'493 CHF | 75'493 CHF | 29.56% | 29.56% |
13.11.2024 | 1.43% | 70.15 % | 71.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 69'335 CHF | 70'335 CHF | 63.16% | 63.16% |
12.11.2024 | 1.43% | 69.10 % | 70.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 69'189 CHF | 70'189 CHF | 13.46% | 13.46% |
11.11.2024 | 1.34% | 74.25 % | 75.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'411 CHF | 75'411 CHF | 63.78% | 63.78% |
08.11.2024 | 1.33% | 72.50 % | 73.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'805 CHF | 75'805 CHF | 75.16% | 75.16% |
07.11.2024 | 1.20% | 83.60 % | 84.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'126 CHF | 84'126 CHF | 99.16% | 99.16% |