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% | 97.30 % | 98.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'546 CHF | 98'546 CHF | 98.15% | 98.15% |
19.11.2024 | 1.03% | 96.95 % | 97.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'056 CHF | 98'056 CHF | 93.72% | 93.72% |
18.11.2024 | 1.02% | 98.15 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'985 CHF | 98'985 CHF | 71.17% | 71.17% |
15.11.2024 | 1.02% | 97.30 % | 98.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'763 CHF | 98'763 CHF | 88.37% | 88.37% |
14.11.2024 | 1.01% | 98.10 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'605 CHF | 99'605 CHF | 63.18% | 63.18% |
13.11.2024 | 1.01% | 97.70 % | 98.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'110 CHF | 99'110 CHF | 75.64% | 75.64% |
12.11.2024 | 1.01% | 98.10 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'204 CHF | 99'204 CHF | 50.34% | 50.34% |
11.11.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'748 CHF | 99'748 CHF | 80.13% | 80.13% |
08.11.2024 | 1.01% | 98.35 % | 99.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'525 CHF | 99'525 CHF | 86.88% | 86.88% |
07.11.2024 | 1.01% | 98.40 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'609 CHF | 99'609 CHF | 99.16% | 99.16% |