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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.10.2024 | 1.03% | 97.00 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'026 CHF | 98'026 CHF | 89.96% | 89.96% |
29.10.2024 | 1.03% | 97.25 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'056 CHF | 98'056 CHF | 96.23% | 96.23% |
28.10.2024 | 1.02% | 97.35 % | 98.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'173 CHF | 98'173 CHF | 99.94% | 99.94% |
25.10.2024 | 1.02% | 97.20 % | 98.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'235 CHF | 98'235 CHF | 95.41% | 95.41% |
24.10.2024 | 1.06% | 94.20 % | 95.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'229 CHF | 95'229 CHF | 15.39% | 15.39% |
23.10.2024 | 1.04% | 95.90 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'953 CHF | 96'953 CHF | 96.38% | 96.38% |
22.10.2024 | 1.04% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'772 CHF | 96'772 CHF | 99.67% | 99.67% |
21.10.2024 | 1.04% | 95.70 % | 96.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'846 CHF | 96'846 CHF | 98.16% | 98.16% |
18.10.2024 | 1.04% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'912 CHF | 96'912 CHF | 99.30% | 99.30% |
17.10.2024 | 1.04% | 95.60 % | 96.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'579 CHF | 96'579 CHF | 99.69% | 99.69% |