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% | 97.65 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'789 CHF | 98'789 CHF | 98.15% | 98.15% |
19.11.2024 | 1.02% | 97.25 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'265 CHF | 98'265 CHF | 93.72% | 93.72% |
18.11.2024 | 1.02% | 97.95 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'882 CHF | 98'882 CHF | 70.19% | 70.19% |
15.11.2024 | 1.02% | 97.25 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'678 CHF | 98'678 CHF | 88.15% | 88.15% |
14.11.2024 | 1.01% | 98.00 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'393 CHF | 99'393 CHF | 65.22% | 65.22% |
13.11.2024 | 1.01% | 97.60 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'034 CHF | 99'034 CHF | 73.97% | 73.97% |
12.11.2024 | 1.01% | 98.00 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'048 CHF | 99'048 CHF | 51.35% | 51.35% |
11.11.2024 | 1.01% | 98.35 % | 99.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'479 CHF | 99'479 CHF | 81.46% | 81.46% |
08.11.2024 | 1.01% | 98.15 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'294 CHF | 99'294 CHF | 86.88% | 86.88% |
07.11.2024 | 1.01% | 98.20 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'357 CHF | 99'357 CHF | 99.16% | 99.16% |