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 | 1.86% | 52.50 % | 53.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 53'309 CHF | 54'309 CHF | 98.15% | 98.15% |
19.11.2024 | 1.85% | 53.65 % | 54.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 53'668 CHF | 54'668 CHF | 93.72% | 93.72% |
18.11.2024 | 1.85% | 53.65 % | 54.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 53'689 CHF | 54'689 CHF | 68.57% | 68.57% |
15.11.2024 | 1.82% | 53.95 % | 54.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'365 CHF | 55'365 CHF | 92.90% | 92.90% |
14.11.2024 | 1.82% | 54.85 % | 55.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'448 CHF | 55'448 CHF | 63.59% | 63.59% |
13.11.2024 | 1.80% | 53.80 % | 54.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'015 CHF | 56'015 CHF | 63.06% | 63.06% |
12.11.2024 | 1.72% | 57.75 % | 58.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 57'717 CHF | 58'717 CHF | 18.41% | 18.41% |
11.11.2024 | 1.54% | 64.45 % | 65.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 64'487 CHF | 65'487 CHF | 77.61% | 77.61% |
08.11.2024 | 1.56% | 63.45 % | 64.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 63'475 CHF | 64'475 CHF | 87.09% | 87.09% |
07.11.2024 | 1.54% | 64.30 % | 65.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 64'601 CHF | 65'601 CHF | 99.16% | 99.16% |