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% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'486 CHF | 96'486 CHF | 98.15% | 98.15% |
19.11.2024 | 1.05% | 95.60 % | 96.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'902 CHF | 95'902 CHF | 93.72% | 93.72% |
18.11.2024 | 1.04% | 95.70 % | 96.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'675 CHF | 96'675 CHF | 77.48% | 77.48% |
15.11.2024 | 1.04% | 95.75 % | 96.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'704 CHF | 96'704 CHF | 92.64% | 92.64% |
14.11.2024 | 1.05% | 95.35 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'061 CHF | 96'061 CHF | 64.88% | 64.88% |
13.11.2024 | 1.05% | 94.20 % | 95.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'674 CHF | 95'674 CHF | 75.05% | 75.05% |
12.11.2024 | 1.05% | 94.90 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'047 CHF | 96'047 CHF | 50.23% | 50.23% |
11.11.2024 | 1.04% | 95.50 % | 96.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'326 CHF | 96'326 CHF | 61.84% | 61.84% |
08.11.2024 | 1.04% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'341 CHF | 96'341 CHF | 86.78% | 86.78% |
07.11.2024 | 1.04% | 95.20 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'242 CHF | 96'242 CHF | 99.16% | 99.16% |