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 | 0.77% | 77.15 % | 77.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'000 CHF | 78'600 CHF | 87.11% | 87.11% |
19.11.2024 | 0.76% | 78.95 % | 79.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'215 CHF | 78'808 CHF | 99.89% | 99.89% |
18.11.2024 | 0.75% | 80.80 % | 81.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'876 CHF | 81'483 CHF | 96.26% | 96.26% |
15.11.2024 | 0.73% | 81.30 % | 81.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'395 CHF | 81'995 CHF | 36.87% | 36.87% |
14.11.2024 | 0.75% | 80.75 % | 81.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'001 CHF | 80'603 CHF | 67.74% | 67.74% |
13.11.2024 | 0.75% | 79.05 % | 79.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'113 CHF | 80'713 CHF | 69.39% | 69.39% |
12.11.2024 | 0.74% | 81.00 % | 81.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'935 CHF | 82'546 CHF | 74.76% | 74.76% |
11.11.2024 | 0.75% | 86.35 % | 87.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'625 CHF | 87'275 CHF | 96.67% | 96.67% |
08.11.2024 | 0.75% | 85.20 % | 85.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'817 CHF | 86'464 CHF | 53.69% | 53.69% |
07.11.2024 | 0.75% | 87.80 % | 88.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'094 CHF | 88'758 CHF | 90.38% | 90.38% |