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% | 97.47 % | 98.47 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'721 CHF | 98'721 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 97.21 % | 98.21 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'217 CHF | 98'217 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 97.42 % | 98.42 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'400 CHF | 98'400 CHF | 100.00% | 100.00% |
15.11.2024 | 1.02% | 97.31 % | 98.31 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'456 CHF | 98'456 CHF | 100.00% | 100.00% |
14.11.2024 | - | 97.65 % | 98.65 % | 100'000 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 1.01% | 98.17 % | 99.17 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'251 CHF | 99'251 CHF | 99.41% | 99.41% |
12.11.2024 | 1.01% | 98.31 % | 99.31 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'612 CHF | 99'612 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'007 CHF | 100'007 CHF | 100.00% | 100.00% |
08.11.2024 | 1.01% | 98.29 % | 99.29 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'396 CHF | 99'396 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 98.67 % | 99.67 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'591 CHF | 99'591 CHF | 100.00% | 100.00% |