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 | 1.13% | 88.20 % | 89.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'375 CHF | 89'375 CHF | 96.26% | 96.26% |
19.11.2024 | 1.13% | 88.25 % | 89.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'989 CHF | 88'989 CHF | 93.70% | 93.70% |
18.11.2024 | 1.13% | 88.60 % | 89.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'364 CHF | 89'364 CHF | 75.94% | 75.94% |
15.11.2024 | 1.12% | 88.95 % | 89.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'030 CHF | 90'030 CHF | 83.02% | 83.02% |
14.11.2024 | 1.08% | 91.95 % | 92.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'042 CHF | 93'042 CHF | 65.66% | 65.66% |
13.11.2024 | 1.08% | 91.35 % | 92.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'739 CHF | 92'739 CHF | 74.11% | 74.11% |
12.11.2024 | 1.08% | 91.80 % | 92.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'748 CHF | 92'748 CHF | 51.05% | 51.05% |
11.11.2024 | 1.07% | 93.45 % | 94.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'369 CHF | 94'369 CHF | 65.14% | 65.14% |
08.11.2024 | 1.08% | 92.60 % | 93.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'309 CHF | 93'309 CHF | 86.94% | 86.94% |
07.11.2024 | 1.08% | 92.65 % | 93.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'323 CHF | 93'323 CHF | 99.16% | 99.16% |