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 | 1.04% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'606 CHF | 96'606 CHF | 98.15% | 98.15% |
19.11.2024 | 1.04% | 95.90 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'405 CHF | 96'405 CHF | 93.72% | 93.72% |
18.11.2024 | 1.04% | 96.25 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'036 CHF | 97'036 CHF | 80.48% | 80.48% |
15.11.2024 | 1.03% | 95.55 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'172 CHF | 97'172 CHF | 88.20% | 88.20% |
14.11.2024 | 1.04% | 96.00 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'006 CHF | 97'006 CHF | 65.45% | 65.45% |
13.11.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'985 CHF | 96'985 CHF | 74.61% | 74.61% |
12.11.2024 | 1.03% | 96.20 % | 97.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'492 CHF | 97'492 CHF | 50.12% | 50.12% |
11.11.2024 | 1.01% | 97.95 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'182 CHF | 99'182 CHF | 79.69% | 79.69% |
08.11.2024 | 1.02% | 97.70 % | 98.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'956 CHF | 98'956 CHF | 86.81% | 86.81% |
07.11.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'716 CHF | 99'715 CHF | 99.16% | 99.16% |