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 | 0.86% | 92.60 % | 93.40 % | 100'000 | 100'000 | 28'713 | 28'713 | 26'688 CHF | 26'918 CHF | 97.94% | 97.94% |
19.11.2024 | 1.07% | 93.50 % | 94.50 % | 100'000 | 100'000 | 29'480 | 29'480 | 27'664 CHF | 27'959 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 94.20 % | 95.20 % | 100'000 | 100'000 | 28'719 | 28'719 | 27'167 CHF | 27'456 CHF | 99.06% | 99.06% |
15.11.2024 | 0.84% | 94.80 % | 95.60 % | 100'000 | 100'000 | 29'424 | 29'424 | 27'994 CHF | 28'230 CHF | 99.72% | 99.72% |
14.11.2024 | 0.84% | 95.80 % | 96.60 % | 100'000 | 100'000 | 29'520 | 29'520 | 28'249 CHF | 28'486 CHF | 100.00% | 100.00% |
13.11.2024 | 1.07% | 94.60 % | 95.60 % | 100'000 | 100'000 | 29'575 | 29'575 | 27'875 CHF | 28'171 CHF | 100.00% | 100.00% |
12.11.2024 | 1.07% | 93.60 % | 94.60 % | 100'000 | 100'000 | 29'406 | 29'406 | 27'828 CHF | 28'123 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 96.20 % | 97.00 % | 100'000 | 100'000 | 29'236 | 29'236 | 28'355 CHF | 28'590 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 98.00 % | 98.80 % | 100'000 | 100'000 | 29'216 | 29'216 | 28'556 CHF | 28'791 CHF | 100.00% | 100.00% |
07.11.2024 | 1.04% | 97.30 % | 98.30 % | 100'000 | 100'000 | 29'583 | 29'583 | 28'617 CHF | 28'913 CHF | 99.76% | 99.76% |