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 | 1.24% | 79.35 % | 80.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'220 CHF | 81'220 CHF | 98.15% | 98.15% |
19.11.2024 | 1.24% | 80.90 % | 81.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'970 CHF | 80'970 CHF | 80.50% | 80.50% |
18.11.2024 | 1.20% | 82.40 % | 83.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'580 CHF | 83'580 CHF | 67.46% | 67.46% |
15.11.2024 | 1.19% | 82.75 % | 83.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'461 CHF | 84'461 CHF | 87.88% | 87.88% |
14.11.2024 | 1.21% | 82.50 % | 83.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'365 CHF | 83'365 CHF | 28.09% | 28.09% |
13.11.2024 | 1.20% | 82.30 % | 83.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'595 CHF | 83'595 CHF | 61.24% | 61.24% |
12.11.2024 | 1.18% | 83.15 % | 84.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'233 CHF | 85'233 CHF | 17.29% | 17.29% |
11.11.2024 | 1.13% | 88.15 % | 89.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'283 CHF | 89'283 CHF | 27.60% | 27.60% |
08.11.2024 | 1.13% | 87.20 % | 88.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'626 CHF | 88'626 CHF | 75.74% | 75.74% |
07.11.2024 | 1.11% | 89.90 % | 90.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'937 CHF | 90'937 CHF | 99.16% | 99.16% |