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 | 1.75% | 56.70 % | 57.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'540 CHF | 57'540 CHF | 98.15% | 98.15% |
19.11.2024 | 1.79% | 56.15 % | 57.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 55'417 CHF | 56'417 CHF | 93.72% | 93.72% |
18.11.2024 | 1.82% | 54.90 % | 55.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'398 CHF | 55'398 CHF | 77.84% | 77.84% |
15.11.2024 | 1.84% | 53.80 % | 54.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 53'740 CHF | 54'740 CHF | 92.60% | 92.60% |
14.11.2024 | 1.81% | 54.50 % | 55.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 54'702 CHF | 55'702 CHF | 65.22% | 65.22% |
13.11.2024 | 1.75% | 55.95 % | 56.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 56'528 CHF | 57'528 CHF | 75.03% | 75.03% |
12.11.2024 | 1.72% | 56.35 % | 57.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 57'533 CHF | 58'533 CHF | 51.29% | 51.29% |
11.11.2024 | 1.68% | 58.25 % | 59.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 59'142 CHF | 60'142 CHF | 77.71% | 77.71% |
08.11.2024 | 1.69% | 58.75 % | 59.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 58'819 CHF | 59'819 CHF | 86.95% | 86.95% |
07.11.2024 | 1.72% | 58.70 % | 59.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 57'802 CHF | 58'802 CHF | 99.16% | 99.16% |