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 | 1.80% | 54.60 % | 55.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'947 CHF | 55'947 CHF | 98.15% | 98.15% |
19.11.2024 | 1.83% | 54.60 % | 55.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'123 CHF | 55'123 CHF | 93.72% | 93.72% |
18.11.2024 | 1.78% | 56.40 % | 57.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'722 CHF | 56'722 CHF | 71.27% | 71.27% |
15.11.2024 | 1.72% | 57.35 % | 58.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 57'677 CHF | 58'677 CHF | 87.98% | 87.98% |
14.11.2024 | 1.72% | 58.45 % | 59.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 57'584 CHF | 58'584 CHF | 56.80% | 56.80% |
13.11.2024 | 1.52% | 63.95 % | 64.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 65'134 CHF | 66'134 CHF | 75.46% | 75.46% |
12.11.2024 | 1.50% | 65.40 % | 66.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 66'151 CHF | 67'152 CHF | 49.60% | 49.60% |
11.11.2024 | 1.45% | 68.15 % | 69.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 68'407 CHF | 69'407 CHF | 61.60% | 61.60% |
08.11.2024 | 1.47% | 68.15 % | 69.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 67'758 CHF | 68'758 CHF | 86.01% | 86.01% |
07.11.2024 | 1.38% | 72.00 % | 73.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 72'169 CHF | 73'169 CHF | 99.16% | 99.16% |