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 | 1.27% | 78.35 % | 79.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'321 CHF | 79'321 CHF | 98.15% | 98.15% |
19.11.2024 | 1.29% | 77.80 % | 78.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'139 CHF | 78'139 CHF | 93.71% | 93.71% |
18.11.2024 | 1.30% | 76.75 % | 77.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 76'240 CHF | 77'240 CHF | 77.88% | 77.88% |
15.11.2024 | 1.31% | 75.75 % | 76.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 75'770 CHF | 76'770 CHF | 93.75% | 93.75% |
14.11.2024 | 1.29% | 76.75 % | 77.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'010 CHF | 78'010 CHF | 63.29% | 63.29% |
13.11.2024 | 1.26% | 78.60 % | 79.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'950 CHF | 79'950 CHF | 74.60% | 74.60% |
12.11.2024 | 1.24% | 79.00 % | 80.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'413 CHF | 81'413 CHF | 50.58% | 50.58% |
11.11.2024 | 1.21% | 81.20 % | 82.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'001 CHF | 83'001 CHF | 78.76% | 78.76% |
08.11.2024 | 1.22% | 81.35 % | 82.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'249 CHF | 82'249 CHF | 86.91% | 86.91% |
07.11.2024 | 1.24% | 81.30 % | 82.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'291 CHF | 81'291 CHF | 99.16% | 99.16% |