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% | 97.20 % | 98.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'428 CHF | 98'428 CHF | 98.15% | 98.15% |
19.11.2024 | 1.02% | 97.25 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'240 CHF | 98'240 CHF | 93.72% | 93.72% |
18.11.2024 | 1.02% | 97.75 % | 98.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'528 CHF | 98'528 CHF | 80.94% | 80.94% |
15.11.2024 | 1.02% | 97.20 % | 98.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'500 CHF | 98'500 CHF | 92.82% | 92.82% |
14.11.2024 | 1.02% | 97.70 % | 98.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'007 CHF | 99'007 CHF | 65.27% | 65.27% |
13.11.2024 | 1.02% | 97.45 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'585 CHF | 98'585 CHF | 74.59% | 74.59% |
12.11.2024 | 1.02% | 97.70 % | 98.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'751 CHF | 98'751 CHF | 50.12% | 50.12% |
11.11.2024 | 1.02% | 97.95 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'979 CHF | 98'979 CHF | 79.55% | 79.55% |
08.11.2024 | 1.02% | 97.75 % | 98.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'709 CHF | 98'709 CHF | 86.79% | 86.79% |
07.11.2024 | 1.02% | 97.55 % | 98.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'599 CHF | 98'599 CHF | 99.16% | 99.16% |