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 | 2.12% | 88.70 % | 90.60 % | 50'000 | 50'000 | 50'000 | 50'000 | 44'403 CHF | 45'352 CHF | 98.58% | 98.58% |
19.11.2024 | 2.09% | 89.70 % | 91.60 % | 50'000 | 50'000 | 50'000 | 50'000 | 44'871 CHF | 45'821 CHF | 100.00% | 100.00% |
18.11.2024 | 2.09% | 89.80 % | 91.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 44'892 CHF | 45'842 CHF | 100.00% | 100.00% |
15.11.2024 | 2.09% | 89.90 % | 91.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 44'950 CHF | 45'899 CHF | 100.00% | 100.00% |
14.11.2024 | 2.12% | 88.80 % | 90.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 44'230 CHF | 45'180 CHF | 100.00% | 100.00% |
13.11.2024 | 2.12% | 88.60 % | 90.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 44'290 CHF | 45'239 CHF | 100.00% | 100.00% |
12.11.2024 | 2.12% | 88.50 % | 90.40 % | 50'000 | 50'000 | 50'000 | 50'000 | 44'296 CHF | 45'246 CHF | 100.00% | 100.00% |
11.11.2024 | 2.25% | 84.00 % | 85.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 41'658 CHF | 42'607 CHF | 100.00% | 100.00% |
08.11.2024 | 2.20% | 85.10 % | 87.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 42'662 CHF | 43'612 CHF | 100.00% | 100.00% |
07.11.2024 | 3.19% | 84.78 % | 87.54 % | 5'000 | 5'000 | 5'000 | 5'000 | 4'252 CHF | 4'390 CHF | 99.24% | 99.24% |