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% | 97.40 % | 98.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'866 CHF | 98'866 CHF | 98.15% | 98.15% |
19.11.2024 | 1.02% | 97.60 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'576 CHF | 98'576 CHF | 93.72% | 93.72% |
18.11.2024 | 1.02% | 97.85 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'596 CHF | 98'596 CHF | 69.24% | 69.24% |
15.11.2024 | 1.02% | 97.35 % | 98.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'686 CHF | 98'686 CHF | 88.15% | 88.15% |
14.11.2024 | 1.01% | 98.15 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'047 CHF | 99'047 CHF | 62.86% | 62.86% |
13.11.2024 | 1.02% | 97.05 % | 98.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'166 CHF | 98'166 CHF | 75.36% | 75.36% |
12.11.2024 | 1.02% | 97.40 % | 98.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'639 CHF | 98'639 CHF | 49.61% | 49.61% |
11.11.2024 | 1.01% | 98.20 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'451 CHF | 99'451 CHF | 61.58% | 61.58% |
08.11.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'399 CHF | 99'399 CHF | 86.81% | 86.81% |
07.11.2024 | 1.00% | 98.80 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'015 CHF | 100'013 CHF | 99.16% | 99.16% |