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 | 1.52% | 90.20 % | 91.00 % | 100'000 | 100'000 | 27'850 | 27'816 | 25'132 CHF | 25'367 CHF | 97.95% | 97.95% |
19.11.2024 | 1.65% | 89.20 % | 90.20 % | 100'000 | 100'000 | 29'515 | 29'515 | 26'258 CHF | 26'600 CHF | 100.00% | 100.00% |
18.11.2024 | 1.64% | 88.40 % | 89.40 % | 100'000 | 100'000 | 29'528 | 29'528 | 26'219 CHF | 26'562 CHF | 100.00% | 100.00% |
15.11.2024 | 1.40% | 89.90 % | 90.70 % | 100'000 | 100'000 | 29'476 | 29'476 | 26'655 CHF | 26'938 CHF | 100.00% | 100.00% |
14.11.2024 | 1.34% | 93.50 % | 94.30 % | 100'000 | 100'000 | 29'657 | 29'657 | 27'884 CHF | 28'169 CHF | 100.00% | 100.00% |
13.11.2024 | 1.55% | 94.60 % | 95.60 % | 100'000 | 100'000 | 29'633 | 29'633 | 27'928 CHF | 28'271 CHF | 100.00% | 100.00% |
12.11.2024 | 1.54% | 94.20 % | 95.20 % | 100'000 | 100'000 | 29'657 | 29'657 | 28'049 CHF | 28'393 CHF | 100.00% | 100.00% |
11.11.2024 | 1.32% | 96.10 % | 96.90 % | 100'000 | 100'000 | 29'647 | 29'647 | 28'421 CHF | 28'705 CHF | 100.00% | 100.00% |
08.11.2024 | 2.63% | 94.00 % | 94.80 % | 100'000 | 100'000 | 29'640 | 29'640 | 27'821 CHF | 28'229 CHF | 100.00% | 100.00% |
07.11.2024 | 2.84% | 93.40 % | 94.40 % | 100'000 | 100'000 | 29'808 | 29'808 | 27'856 CHF | 28'324 CHF | 99.23% | 99.23% |