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 | 1.18% | 83.95 % | 84.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'429 CHF | 85'429 CHF | 98.15% | 98.15% |
19.11.2024 | 1.18% | 84.90 % | 85.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'447 CHF | 85'447 CHF | 93.72% | 93.72% |
18.11.2024 | 1.18% | 84.30 % | 85.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'979 CHF | 84'979 CHF | 77.83% | 77.83% |
15.11.2024 | 1.19% | 83.40 % | 84.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'724 CHF | 84'724 CHF | 88.14% | 88.14% |
14.11.2024 | 1.19% | 84.60 % | 85.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'864 CHF | 84'864 CHF | 62.93% | 62.93% |
13.11.2024 | 1.22% | 81.55 % | 82.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'211 CHF | 82'211 CHF | 73.38% | 73.38% |
12.11.2024 | 1.21% | 81.45 % | 82.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'430 CHF | 83'430 CHF | 50.55% | 50.55% |
11.11.2024 | 1.18% | 83.60 % | 84.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'353 CHF | 85'353 CHF | 79.57% | 79.57% |
08.11.2024 | 1.18% | 84.20 % | 85.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'567 CHF | 85'567 CHF | 86.83% | 86.83% |
07.11.2024 | 1.16% | 85.00 % | 86.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'425 CHF | 86'425 CHF | 99.16% | 99.16% |