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% | 97.90 % | 98.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'993 CHF | 98'993 CHF | 98.15% | 98.15% |
19.11.2024 | 1.02% | 97.90 % | 98.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'927 CHF | 98'927 CHF | 93.72% | 93.72% |
18.11.2024 | 1.01% | 98.35 % | 99.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'156 CHF | 99'156 CHF | 69.95% | 69.95% |
15.11.2024 | 1.01% | 98.00 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'177 CHF | 99'177 CHF | 88.16% | 88.16% |
14.11.2024 | 1.01% | 98.15 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'307 CHF | 99'307 CHF | 63.18% | 63.18% |
13.11.2024 | 1.02% | 97.95 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'005 CHF | 99'005 CHF | 75.61% | 75.61% |
12.11.2024 | 1.02% | 97.70 % | 98.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'952 CHF | 98'952 CHF | 49.56% | 49.56% |
11.11.2024 | 1.01% | 98.25 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'360 CHF | 99'360 CHF | 61.72% | 61.72% |
08.11.2024 | 1.01% | 98.00 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'115 CHF | 99'115 CHF | 86.73% | 86.73% |
07.11.2024 | 1.01% | 98.20 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'266 CHF | 99'266 CHF | 99.16% | 99.16% |