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% | 96.70 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'185 CHF | 98'185 CHF | 98.15% | 98.15% |
19.11.2024 | 1.03% | 96.80 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'532 CHF | 97'532 CHF | 93.72% | 93.72% |
18.11.2024 | 1.03% | 96.55 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'432 CHF | 97'432 CHF | 80.06% | 80.06% |
15.11.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'017 CHF | 98'017 CHF | 88.16% | 88.16% |
14.11.2024 | 1.02% | 97.65 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'348 CHF | 98'348 CHF | 65.46% | 65.46% |
13.11.2024 | 1.03% | 96.05 % | 97.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'272 CHF | 97'272 CHF | 74.58% | 74.58% |
12.11.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'967 CHF | 97'967 CHF | 49.72% | 49.72% |
11.11.2024 | 1.01% | 97.95 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'129 CHF | 99'129 CHF | 81.09% | 81.09% |
08.11.2024 | 1.02% | 97.75 % | 98.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'847 CHF | 98'847 CHF | 86.95% | 86.95% |
07.11.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'838 CHF | 99'837 CHF | 99.16% | 99.16% |