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% | 97.30 % | 98.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'490 CHF | 98'490 CHF | 98.15% | 98.15% |
19.11.2024 | 1.02% | 97.10 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'096 CHF | 98'096 CHF | 93.72% | 93.72% |
18.11.2024 | 1.02% | 97.35 % | 98.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'258 CHF | 98'258 CHF | 78.06% | 78.06% |
15.11.2024 | 1.02% | 96.95 % | 97.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'141 CHF | 98'141 CHF | 92.75% | 92.75% |
14.11.2024 | 1.03% | 96.90 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'730 CHF | 97'730 CHF | 63.43% | 63.43% |
13.11.2024 | 1.02% | 96.35 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'262 CHF | 98'262 CHF | 75.03% | 75.03% |
12.11.2024 | 1.02% | 97.00 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'395 CHF | 98'395 CHF | 50.35% | 50.35% |
11.11.2024 | 1.01% | 98.00 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'130 CHF | 99'130 CHF | 79.97% | 79.97% |
08.11.2024 | 1.00% | 98.50 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'922 CHF | 99'920 CHF | 86.81% | 86.81% |
07.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'968 CHF | 100'965 CHF | 99.16% | 99.16% |