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 | 1.11% | 89.04 % | 90.04 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'530 CHF | 90'530 CHF | 100.00% | 100.00% |
19.11.2024 | 1.11% | 89.32 % | 90.32 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'711 CHF | 90'711 CHF | 100.00% | 100.00% |
18.11.2024 | 1.08% | 91.96 % | 92.96 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'746 CHF | 92'746 CHF | 100.00% | 100.00% |
15.11.2024 | 1.09% | 90.79 % | 91.79 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'536 CHF | 92'536 CHF | 100.00% | 100.00% |
14.11.2024 | 1.07% | 93.30 % | 94.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'589 CHF | 93'589 CHF | 100.00% | 100.00% |
13.11.2024 | 1.09% | 91.20 % | 92.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'327 CHF | 92'327 CHF | 99.20% | 99.20% |
12.11.2024 | 1.08% | 91.53 % | 92.53 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'967 CHF | 92'967 CHF | 100.00% | 100.00% |
11.11.2024 | 1.06% | 93.08 % | 94.08 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'526 CHF | 94'526 CHF | 100.00% | 100.00% |
08.11.2024 | 1.07% | 92.99 % | 93.99 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'255 CHF | 94'255 CHF | 100.00% | 100.00% |
07.11.2024 | 1.06% | 93.31 % | 94.31 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'643 CHF | 94'643 CHF | 100.00% | 100.00% |