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 | 1.16% | 84.75 % | 85.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'863 CHF | 86'863 CHF | 98.15% | 98.15% |
19.11.2024 | 1.17% | 86.25 % | 87.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'025 CHF | 86'025 CHF | 93.72% | 93.72% |
18.11.2024 | 1.14% | 87.15 % | 88.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'156 CHF | 88'156 CHF | 69.09% | 69.09% |
15.11.2024 | 1.13% | 87.20 % | 88.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'032 CHF | 89'032 CHF | 88.18% | 88.18% |
14.11.2024 | 1.15% | 86.90 % | 87.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'451 CHF | 87'451 CHF | 28.98% | 28.98% |
13.11.2024 | 1.13% | 86.90 % | 87.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'346 CHF | 89'346 CHF | 61.68% | 61.68% |
12.11.2024 | 1.10% | 90.00 % | 91.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'659 CHF | 91'659 CHF | 17.92% | 17.92% |
11.11.2024 | 1.05% | 94.25 % | 95.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'586 CHF | 95'586 CHF | 80.32% | 80.32% |
08.11.2024 | 1.06% | 93.30 % | 94.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'823 CHF | 94'823 CHF | 86.82% | 86.82% |
07.11.2024 | 1.05% | 95.75 % | 96.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'049 CHF | 96'049 CHF | 34.66% | 99.16% |