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 | 0.93% | 85.65 % | 86.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'528 CHF | 86'328 CHF | 64.92% | 64.92% |
19.11.2024 | 0.94% | 84.79 % | 85.59 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'419 CHF | 85'219 CHF | 89.28% | 89.28% |
18.11.2024 | 0.94% | 85.36 % | 86.16 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'145 CHF | 85'945 CHF | 99.67% | 99.67% |
15.11.2024 | 0.91% | 86.37 % | 87.17 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'303 CHF | 88'103 CHF | 34.26% | 34.26% |
14.11.2024 | 0.90% | 89.44 % | 90.24 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'591 CHF | 89'391 CHF | 100.00% | 100.00% |
13.11.2024 | 0.91% | 87.51 % | 88.31 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'953 CHF | 88'753 CHF | 100.00% | 100.00% |
12.11.2024 | 0.89% | 88.80 % | 89.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'352 CHF | 90'152 CHF | 98.74% | 98.74% |
11.11.2024 | 0.87% | 90.59 % | 91.39 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'088 CHF | 91'888 CHF | 99.85% | 99.85% |
08.11.2024 | 0.87% | 90.58 % | 91.38 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'545 CHF | 92'345 CHF | 99.84% | 99.84% |
07.11.2024 | 0.86% | 92.50 % | 93.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'315 CHF | 93'115 CHF | 100.00% | 100.00% |