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 | 1.28% | 77.25 % | 78.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'461 CHF | 78'461 CHF | 97.92% | 97.92% |
19.11.2024 | 1.30% | 76.55 % | 77.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 76'177 CHF | 77'177 CHF | 93.71% | 93.71% |
18.11.2024 | 1.30% | 76.85 % | 77.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 76'353 CHF | 77'353 CHF | 78.45% | 78.45% |
15.11.2024 | 1.28% | 76.35 % | 77.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'392 CHF | 78'392 CHF | 84.63% | 84.63% |
14.11.2024 | 1.26% | 78.60 % | 79.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'646 CHF | 79'646 CHF | 63.60% | 63.60% |
13.11.2024 | 1.26% | 78.95 % | 79.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'014 CHF | 80'014 CHF | 73.41% | 73.41% |
12.11.2024 | 1.25% | 79.15 % | 80.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'349 CHF | 80'349 CHF | 35.95% | 35.95% |
11.11.2024 | 1.23% | 80.75 % | 81.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'006 CHF | 82'006 CHF | 25.22% | 25.22% |
08.11.2024 | 1.23% | 80.25 % | 81.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'685 CHF | 81'685 CHF | 87.02% | 87.02% |
07.11.2024 | 1.21% | 81.35 % | 82.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'957 CHF | 82'957 CHF | 57.25% | 57.25% |