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 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'639 CHF | 99'639 CHF | 98.15% | 98.15% |
19.11.2024 | 1.01% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'699 CHF | 99'699 CHF | 93.72% | 93.72% |
18.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'570 CHF | 99'570 CHF | 80.29% | 80.29% |
15.11.2024 | 1.01% | 98.20 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'322 CHF | 99'322 CHF | 88.35% | 88.35% |
14.11.2024 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'540 CHF | 99'540 CHF | 65.22% | 65.22% |
13.11.2024 | 1.02% | 97.45 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'087 CHF | 98'087 CHF | 75.38% | 75.38% |
12.11.2024 | 1.02% | 96.95 % | 97.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'446 CHF | 98'446 CHF | 49.61% | 49.61% |
11.11.2024 | 1.01% | 97.95 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'256 CHF | 99'256 CHF | 64.08% | 64.08% |
08.11.2024 | 1.01% | 98.15 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'343 CHF | 99'343 CHF | 86.81% | 86.81% |
07.11.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'760 CHF | 99'760 CHF | 99.16% | 99.16% |