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% | 85.45 % | 86.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'841 CHF | 87'841 CHF | 98.15% | 98.15% |
19.11.2024 | 1.15% | 87.95 % | 88.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'612 CHF | 87'612 CHF | 93.72% | 93.72% |
18.11.2024 | 1.10% | 90.40 % | 91.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'714 CHF | 91'714 CHF | 69.83% | 69.83% |
15.11.2024 | 1.08% | 90.85 % | 91.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'945 CHF | 92'945 CHF | 88.07% | 88.07% |
14.11.2024 | 1.10% | 90.35 % | 91.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'120 CHF | 91'120 CHF | 28.98% | 28.98% |
13.11.2024 | 1.10% | 88.50 % | 89.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'356 CHF | 91'356 CHF | 63.15% | 63.15% |
12.11.2024 | 1.07% | 91.15 % | 92.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'837 CHF | 93'837 CHF | 17.23% | 17.23% |
11.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'664 CHF | 100'661 CHF | 12.04% | 12.04% |
08.11.2024 | 1.01% | 97.50 % | 98.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'207 CHF | 99'207 CHF | 75.89% | 75.89% |
07.11.2024 | 0.98% | 102.00 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'120 CHF | 103'122 CHF | 99.16% | 99.16% |