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% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'916 CHF | 99'916 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 98.48 % | 99.48 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'412 CHF | 99'412 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 98.14 % | 99.14 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'064 CHF | 99'064 CHF | 99.82% | 99.82% |
15.11.2024 | 1.02% | 98.20 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'955 CHF | 98'955 CHF | 100.00% | 100.00% |
14.11.2024 | 1.02% | 97.60 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'961 CHF | 98'961 CHF | 100.00% | 100.00% |
13.11.2024 | 1.03% | 96.55 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'472 CHF | 97'472 CHF | 99.24% | 99.24% |
12.11.2024 | 1.03% | 96.17 % | 97.17 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'320 CHF | 97'320 CHF | 100.00% | 100.00% |
11.11.2024 | 1.03% | 96.79 % | 97.79 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'671 CHF | 97'671 CHF | 100.00% | 100.00% |
08.11.2024 | 1.03% | 96.33 % | 97.33 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'606 CHF | 97'606 CHF | 100.00% | 100.00% |
07.11.2024 | 1.03% | 96.24 % | 97.24 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'466 CHF | 97'466 CHF | 100.00% | 100.00% |