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 | 1.20% | 81.50 % | 82.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'814 CHF | 83'814 CHF | 98.15% | 98.15% |
19.11.2024 | 1.19% | 82.60 % | 83.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'514 CHF | 84'514 CHF | 81.64% | 81.64% |
18.11.2024 | 1.16% | 85.60 % | 86.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'780 CHF | 86'780 CHF | 59.66% | 59.66% |
15.11.2024 | 1.15% | 85.40 % | 86.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'159 CHF | 87'159 CHF | 92.83% | 92.83% |
14.11.2024 | 1.16% | 85.85 % | 86.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'911 CHF | 86'911 CHF | 65.45% | 65.45% |
13.11.2024 | 1.16% | 85.60 % | 86.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'965 CHF | 86'965 CHF | 74.47% | 74.47% |
12.11.2024 | 1.16% | 85.65 % | 86.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'056 CHF | 87'056 CHF | 49.43% | 49.43% |
11.11.2024 | 1.15% | 86.60 % | 87.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'275 CHF | 87'275 CHF | 12.05% | 12.05% |
08.11.2024 | 1.17% | 85.30 % | 86.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'944 CHF | 85'944 CHF | 86.77% | 86.77% |
07.11.2024 | 1.17% | 85.00 % | 86.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'678 CHF | 85'678 CHF | 97.20% | 97.20% |