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 | 1.06% | 93.30 % | 94.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'576 CHF | 94'576 CHF | 98.15% | 98.15% |
19.11.2024 | 1.06% | 94.05 % | 95.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'716 CHF | 94'716 CHF | 93.72% | 93.72% |
18.11.2024 | 1.05% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'111 CHF | 96'111 CHF | 77.29% | 77.29% |
15.11.2024 | 1.05% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'069 CHF | 96'069 CHF | 93.38% | 93.38% |
14.11.2024 | 1.06% | 94.20 % | 95.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'011 CHF | 95'011 CHF | 28.98% | 28.98% |
13.11.2024 | 1.09% | 91.85 % | 92.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'133 CHF | 92'133 CHF | 62.78% | 62.78% |
12.11.2024 | 1.10% | 90.50 % | 91.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'474 CHF | 91'474 CHF | 13.70% | 13.70% |
11.11.2024 | 1.07% | 93.50 % | 94.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'326 CHF | 94'326 CHF | 78.48% | 78.48% |
08.11.2024 | 1.06% | 92.40 % | 93.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'986 CHF | 94'986 CHF | 75.32% | 75.32% |
07.11.2024 | 1.03% | 96.75 % | 97.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'917 CHF | 97'917 CHF | 99.16% | 99.16% |