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 | 1.22% | 80.90 % | 81.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'689 CHF | 82'689 CHF | 98.15% | 98.15% |
19.11.2024 | 1.22% | 81.90 % | 82.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'708 CHF | 82'708 CHF | 93.70% | 93.70% |
18.11.2024 | 1.21% | 82.45 % | 83.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'239 CHF | 83'239 CHF | 75.53% | 75.53% |
15.11.2024 | 1.16% | 84.05 % | 85.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'449 CHF | 86'449 CHF | 92.32% | 92.32% |
14.11.2024 | 1.14% | 87.20 % | 88.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'163 CHF | 88'163 CHF | 65.64% | 65.64% |
13.11.2024 | 1.15% | 86.20 % | 87.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'423 CHF | 87'423 CHF | 75.44% | 75.44% |
12.11.2024 | 1.13% | 87.30 % | 88.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'879 CHF | 88'879 CHF | 51.41% | 51.41% |
11.11.2024 | 1.12% | 88.65 % | 89.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'924 CHF | 89'924 CHF | 79.29% | 79.29% |
08.11.2024 | 1.13% | 88.15 % | 89.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'971 CHF | 88'971 CHF | 86.99% | 86.99% |
07.11.2024 | 1.13% | 88.15 % | 89.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'133 CHF | 89'133 CHF | 99.16% | 99.16% |