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 | 1.04% | 95.60 % | 96.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'784 CHF | 96'784 CHF | 98.15% | 98.15% |
19.11.2024 | 1.04% | 95.55 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'306 CHF | 96'306 CHF | 93.72% | 93.72% |
18.11.2024 | 1.04% | 95.70 % | 96.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'711 CHF | 96'711 CHF | 80.52% | 80.52% |
15.11.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'007 CHF | 97'007 CHF | 92.99% | 92.99% |
14.11.2024 | 1.03% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'226 CHF | 97'226 CHF | 65.45% | 65.45% |
13.11.2024 | 1.03% | 95.90 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'377 CHF | 97'377 CHF | 73.70% | 73.70% |
12.11.2024 | 1.03% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'590 CHF | 97'590 CHF | 49.60% | 49.60% |
11.11.2024 | 1.03% | 97.05 % | 98.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'999 CHF | 97'999 CHF | 64.10% | 64.10% |
08.11.2024 | 1.03% | 96.80 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'896 CHF | 97'896 CHF | 87.02% | 87.02% |
07.11.2024 | 1.02% | 97.15 % | 98.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'200 CHF | 98'200 CHF | 99.16% | 99.16% |