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 | 1.12% | 88.45 % | 89.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'972 CHF | 89'972 CHF | 97.25% | 97.25% |
19.11.2024 | 1.14% | 88.15 % | 89.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'173 CHF | 88'173 CHF | 80.50% | 80.50% |
18.11.2024 | 1.10% | 91.35 % | 92.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'093 CHF | 91'093 CHF | 73.89% | 73.89% |
15.11.2024 | 1.07% | 91.70 % | 92.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'543 CHF | 93'543 CHF | 90.85% | 90.85% |
14.11.2024 | 1.08% | 93.10 % | 94.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'069 CHF | 93'069 CHF | 29.87% | 29.87% |
13.11.2024 | 1.03% | 95.75 % | 96.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'673 CHF | 97'673 CHF | 61.00% | 61.00% |
12.11.2024 | 1.03% | 96.50 % | 97.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'939 CHF | 97'939 CHF | 50.98% | 50.98% |
11.11.2024 | 1.01% | 98.10 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'209 CHF | 99'209 CHF | 61.17% | 61.17% |
08.11.2024 | 1.02% | 97.90 % | 98.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'724 CHF | 98'724 CHF | 84.92% | 84.92% |
07.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'310 CHF | 100'308 CHF | 99.16% | 99.16% |