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% | 95.45 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'996 CHF | 96'996 CHF | 98.15% | 98.15% |
19.11.2024 | 1.05% | 95.50 % | 96.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'174 CHF | 96'174 CHF | 93.72% | 93.72% |
18.11.2024 | 1.04% | 95.40 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'301 CHF | 96'301 CHF | 69.02% | 69.02% |
15.11.2024 | 1.03% | 95.65 % | 96.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'512 CHF | 97'512 CHF | 88.19% | 88.19% |
14.11.2024 | 1.02% | 97.25 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'405 CHF | 98'405 CHF | 65.49% | 65.49% |
13.11.2024 | 1.02% | 97.65 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'588 CHF | 98'588 CHF | 74.61% | 74.61% |
12.11.2024 | 1.02% | 98.25 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'885 CHF | 98'885 CHF | 51.02% | 51.02% |
11.11.2024 | 1.02% | 97.05 % | 98.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'099 CHF | 98'099 CHF | 79.50% | 79.50% |
08.11.2024 | 1.03% | 95.90 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'300 CHF | 97'300 CHF | 86.81% | 86.81% |
07.11.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'005 CHF | 98'005 CHF | 99.16% | 99.16% |