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 | 1.03% | 96.50 % | 97.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'715 CHF | 97'715 CHF | 98.15% | 98.15% |
19.11.2024 | 1.03% | 95.90 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'372 CHF | 97'372 CHF | 93.72% | 93.72% |
18.11.2024 | 1.04% | 96.25 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'106 CHF | 97'106 CHF | 77.70% | 77.70% |
15.11.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'886 CHF | 97'886 CHF | 88.34% | 88.34% |
14.11.2024 | 1.02% | 97.35 % | 98.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'601 CHF | 98'601 CHF | 63.17% | 63.17% |
13.11.2024 | 1.02% | 97.75 % | 98.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'706 CHF | 98'706 CHF | 75.01% | 75.01% |
12.11.2024 | 1.02% | 98.00 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'001 CHF | 99'001 CHF | 51.17% | 51.17% |
11.11.2024 | 1.02% | 97.10 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'152 CHF | 98'152 CHF | 78.76% | 78.76% |
08.11.2024 | 1.03% | 95.80 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'445 CHF | 97'445 CHF | 86.78% | 86.78% |
07.11.2024 | 1.02% | 97.30 % | 98.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'691 CHF | 98'691 CHF | 99.16% | 99.16% |