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% | 91.50 % | 92.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'452 CHF | 92'452 CHF | 98.15% | 98.15% |
19.11.2024 | 1.11% | 90.45 % | 91.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'918 CHF | 90'918 CHF | 93.70% | 93.70% |
18.11.2024 | 1.10% | 90.40 % | 91.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'297 CHF | 91'297 CHF | 25.94% | 25.94% |
15.11.2024 | 1.07% | 92.15 % | 93.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'556 CHF | 93'556 CHF | 29.92% | 29.92% |
14.11.2024 | 1.06% | 93.90 % | 94.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'964 CHF | 94'964 CHF | 59.31% | 59.31% |
13.11.2024 | 1.06% | 94.65 % | 95.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'831 CHF | 94'831 CHF | 75.47% | 75.47% |
12.11.2024 | 1.06% | 94.05 % | 95.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'897 CHF | 94'897 CHF | 39.07% | 39.07% |
11.11.2024 | 1.05% | 94.95 % | 95.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'610 CHF | 95'610 CHF | 79.36% | 79.36% |
08.11.2024 | 1.06% | 94.05 % | 95.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'694 CHF | 94'694 CHF | 75.32% | 75.32% |
07.11.2024 | 1.07% | 92.75 % | 93.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'970 CHF | 93'970 CHF | 97.35% | 97.35% |