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 | 1.15% | 86.05 % | 87.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'437 CHF | 87'437 CHF | 98.15% | 98.15% |
19.11.2024 | 1.17% | 85.80 % | 86.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'165 CHF | 86'165 CHF | 80.50% | 80.50% |
18.11.2024 | 1.14% | 88.25 % | 89.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'466 CHF | 88'466 CHF | 73.92% | 73.92% |
15.11.2024 | 1.11% | 88.75 % | 89.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'488 CHF | 90'488 CHF | 90.56% | 90.56% |
14.11.2024 | 1.12% | 89.95 % | 90.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'104 CHF | 90'104 CHF | 29.56% | 29.56% |
13.11.2024 | 1.06% | 93.30 % | 94.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'208 CHF | 95'208 CHF | 69.32% | 69.32% |
12.11.2024 | 1.05% | 94.50 % | 95.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'759 CHF | 95'759 CHF | 30.96% | 30.96% |
11.11.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'182 CHF | 97'182 CHF | 64.18% | 64.18% |
08.11.2024 | 1.04% | 95.80 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'339 CHF | 96'339 CHF | 61.99% | 61.99% |
07.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |