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 | 1.11% | 89.90 % | 90.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'926 CHF | 90'926 CHF | 98.15% | 98.15% |
19.11.2024 | 1.10% | 90.20 % | 91.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'238 CHF | 91'238 CHF | 93.70% | 93.70% |
18.11.2024 | 1.10% | 91.00 % | 92.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'709 CHF | 91'709 CHF | 75.63% | 75.63% |
15.11.2024 | 1.09% | 91.05 % | 92.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'902 CHF | 91'902 CHF | 87.52% | 87.52% |
14.11.2024 | 1.10% | 91.25 % | 92.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'772 CHF | 91'772 CHF | 63.36% | 63.36% |
13.11.2024 | 1.11% | 89.80 % | 90.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'733 CHF | 90'733 CHF | 73.80% | 73.80% |
12.11.2024 | 1.10% | 89.35 % | 90.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'110 CHF | 91'110 CHF | 51.08% | 51.08% |
11.11.2024 | 1.09% | 91.30 % | 92.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'419 CHF | 92'419 CHF | 61.19% | 61.19% |
08.11.2024 | 1.09% | 91.30 % | 92.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'518 CHF | 92'518 CHF | 87.17% | 87.17% |
07.11.2024 | 1.08% | 92.30 % | 93.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'384 CHF | 93'384 CHF | 99.16% | 99.16% |