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 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'719 CHF | 99'719 CHF | 98.15% | 98.15% |
19.11.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'536 CHF | 99'536 CHF | 93.72% | 93.72% |
18.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'684 CHF | 99'684 CHF | 70.19% | 70.19% |
15.11.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'593 CHF | 99'593 CHF | 88.35% | 88.35% |
14.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'752 CHF | 99'752 CHF | 63.25% | 63.25% |
13.11.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'666 CHF | 99'666 CHF | 75.75% | 75.75% |
12.11.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'537 CHF | 99'537 CHF | 51.29% | 51.29% |
11.11.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'725 CHF | 99'725 CHF | 77.75% | 77.75% |
08.11.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'704 CHF | 99'704 CHF | 87.21% | 87.21% |
07.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'797 CHF | 99'797 CHF | 99.11% | 99.11% |