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 | 1.09% | 91.30 % | 92.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'367 CHF | 92'367 CHF | 98.15% | 98.15% |
19.11.2024 | 1.11% | 90.60 % | 91.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'995 CHF | 90'995 CHF | 93.72% | 93.72% |
18.11.2024 | 1.10% | 90.10 % | 91.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'062 CHF | 91'062 CHF | 70.70% | 70.70% |
15.11.2024 | 1.06% | 91.05 % | 92.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'721 CHF | 94'721 CHF | 87.98% | 87.98% |
14.11.2024 | 1.02% | 97.15 % | 98.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'110 CHF | 98'110 CHF | 63.17% | 63.17% |
13.11.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'494 CHF | 97'494 CHF | 75.51% | 75.51% |
12.11.2024 | 1.02% | 97.30 % | 98.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'115 CHF | 98'115 CHF | 50.34% | 50.34% |
11.11.2024 | 1.03% | 96.70 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'881 CHF | 97'881 CHF | 79.44% | 79.44% |
08.11.2024 | 1.04% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'862 CHF | 96'862 CHF | 86.78% | 86.78% |
07.11.2024 | 1.04% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'366 CHF | 96'366 CHF | 99.16% | 99.16% |