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 | 1.08% | 90.10 % | 91.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'007 CHF | 93'007 CHF | 98.15% | 98.15% |
19.11.2024 | 1.07% | 91.75 % | 92.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'015 CHF | 94'015 CHF | 93.72% | 93.72% |
18.11.2024 | 1.05% | 92.15 % | 93.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'432 CHF | 95'432 CHF | 77.68% | 77.68% |
15.11.2024 | 1.04% | 94.70 % | 95.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'311 CHF | 96'311 CHF | 92.61% | 92.61% |
14.11.2024 | 1.05% | 94.85 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'850 CHF | 95'850 CHF | 63.03% | 63.03% |
13.11.2024 | 1.05% | 95.25 % | 96.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'992 CHF | 95'992 CHF | 75.04% | 75.04% |
12.11.2024 | 1.05% | 95.05 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'112 CHF | 96'112 CHF | 50.38% | 50.38% |
11.11.2024 | 1.05% | 95.10 % | 96.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'880 CHF | 95'880 CHF | 80.06% | 80.06% |
08.11.2024 | 1.06% | 94.05 % | 95.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'526 CHF | 94'526 CHF | 86.79% | 86.79% |
07.11.2024 | 1.07% | 93.55 % | 94.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'816 CHF | 93'816 CHF | 97.35% | 97.35% |