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 | 1.44% | 69.60 % | 70.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 68'916 CHF | 69'916 CHF | 98.15% | 98.15% |
19.11.2024 | 1.41% | 69.75 % | 70.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 70'198 CHF | 71'198 CHF | 93.71% | 93.71% |
18.11.2024 | 1.36% | 71.40 % | 72.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 72'895 CHF | 73'895 CHF | 78.44% | 78.44% |
15.11.2024 | 1.33% | 73.60 % | 74.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'572 CHF | 75'572 CHF | 88.10% | 88.10% |
14.11.2024 | 1.33% | 75.15 % | 76.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 74'649 CHF | 75'649 CHF | 29.30% | 29.30% |
13.11.2024 | 1.36% | 74.30 % | 75.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 73'042 CHF | 74'042 CHF | 75.05% | 75.05% |
12.11.2024 | 1.37% | 72.50 % | 73.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 72'607 CHF | 73'607 CHF | 50.46% | 50.46% |
11.11.2024 | 1.40% | 72.10 % | 73.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'128 CHF | 72'128 CHF | 80.19% | 80.19% |
08.11.2024 | 1.38% | 71.35 % | 72.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'807 CHF | 72'807 CHF | 86.80% | 86.80% |
07.11.2024 | 1.38% | 72.00 % | 73.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 71'884 CHF | 72'884 CHF | 97.20% | 97.20% |