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 | 1.07% | 93.80 % | 94.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'373 CHF | 94'373 CHF | 97.40% | 97.40% |
19.11.2024 | 1.09% | 92.45 % | 93.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'661 CHF | 92'661 CHF | 93.72% | 93.72% |
18.11.2024 | 1.08% | 92.40 % | 93.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'944 CHF | 92'944 CHF | 76.85% | 76.85% |
15.11.2024 | 1.06% | 92.75 % | 93.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'266 CHF | 95'266 CHF | 94.17% | 94.17% |
14.11.2024 | 1.05% | 94.40 % | 95.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'642 CHF | 95'642 CHF | 29.25% | 29.25% |
13.11.2024 | 1.04% | 95.70 % | 96.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'116 CHF | 97'116 CHF | 74.76% | 74.76% |
12.11.2024 | 1.03% | 96.65 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'496 CHF | 97'496 CHF | 51.03% | 51.03% |
11.11.2024 | 1.02% | 96.95 % | 97.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'293 CHF | 98'293 CHF | 79.89% | 79.89% |
08.11.2024 | 1.02% | 97.15 % | 98.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'532 CHF | 98'532 CHF | 74.64% | 74.64% |
07.11.2024 | 1.02% | 97.35 % | 98.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'786 CHF | 98'786 CHF | 93.01% | 93.01% |