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 | 1.02% | 97.75 % | 98.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'941 CHF | 98'941 CHF | 98.15% | 98.15% |
19.11.2024 | 1.03% | 96.55 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'746 CHF | 97'746 CHF | 93.72% | 93.72% |
18.11.2024 | 1.01% | 98.00 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'107 CHF | 99'107 CHF | 70.59% | 70.59% |
15.11.2024 | 1.02% | 96.70 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'424 CHF | 98'424 CHF | 88.36% | 88.36% |
14.11.2024 | 1.02% | 97.60 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'955 CHF | 98'955 CHF | 65.28% | 65.28% |
13.11.2024 | 1.03% | 95.90 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'801 CHF | 97'801 CHF | 74.10% | 74.10% |
12.11.2024 | 1.03% | 96.50 % | 97.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'716 CHF | 97'716 CHF | 51.23% | 51.23% |
11.11.2024 | 1.02% | 97.35 % | 98.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'727 CHF | 98'727 CHF | 81.45% | 81.45% |
08.11.2024 | 1.02% | 97.30 % | 98.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'443 CHF | 98'443 CHF | 86.89% | 86.89% |
07.11.2024 | 1.02% | 97.45 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'717 CHF | 98'717 CHF | 99.16% | 99.16% |