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 | 2.47% | 39.30 % | 40.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 39'958 CHF | 40'958 CHF | 98.15% | 98.15% |
19.11.2024 | 2.45% | 40.25 % | 41.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 40'257 CHF | 41'257 CHF | 93.72% | 93.72% |
18.11.2024 | 2.45% | 40.20 % | 41.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 40'276 CHF | 41'276 CHF | 80.89% | 80.89% |
15.11.2024 | 2.42% | 40.50 % | 41.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 40'826 CHF | 41'826 CHF | 92.76% | 92.76% |
14.11.2024 | 2.42% | 41.20 % | 42.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 40'892 CHF | 41'892 CHF | 65.44% | 65.44% |
13.11.2024 | 2.39% | 40.35 % | 41.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 41'345 CHF | 42'345 CHF | 63.06% | 63.06% |
12.11.2024 | 2.27% | 43.55 % | 44.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 43'513 CHF | 44'513 CHF | 17.59% | 17.59% |
11.11.2024 | 2.02% | 49.10 % | 50.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 49'105 CHF | 50'105 CHF | 80.20% | 80.20% |
08.11.2024 | 2.05% | 48.25 % | 49.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 48'279 CHF | 49'279 CHF | 87.15% | 87.15% |
07.11.2024 | 2.01% | 48.90 % | 49.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 49'195 CHF | 50'195 CHF | 99.16% | 99.16% |