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 | 1.09% | 90.75 % | 91.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'081 CHF | 92'081 CHF | 98.15% | 98.15% |
19.11.2024 | 1.10% | 90.95 % | 91.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'759 CHF | 91'759 CHF | 93.71% | 93.71% |
18.11.2024 | 1.08% | 91.90 % | 92.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'958 CHF | 92'958 CHF | 78.30% | 78.30% |
15.11.2024 | 1.08% | 92.15 % | 93.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'458 CHF | 93'458 CHF | 93.73% | 93.73% |
14.11.2024 | 1.08% | 92.30 % | 93.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'270 CHF | 93'270 CHF | 63.38% | 63.38% |
13.11.2024 | 1.09% | 91.40 % | 92.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'371 CHF | 92'371 CHF | 73.41% | 73.41% |
12.11.2024 | 1.09% | 90.80 % | 91.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'596 CHF | 92'596 CHF | 50.47% | 50.47% |
11.11.2024 | 1.07% | 93.15 % | 94.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'141 CHF | 94'141 CHF | 78.74% | 78.74% |
08.11.2024 | 1.07% | 92.35 % | 93.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'904 CHF | 93'904 CHF | 86.81% | 86.81% |
07.11.2024 | 1.05% | 94.80 % | 95.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'770 CHF | 95'770 CHF | 99.16% | 99.16% |