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 | 1.09% | 90.95 % | 91.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'060 CHF | 92'060 CHF | 98.15% | 98.15% |
19.11.2024 | 1.09% | 91.60 % | 92.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'527 CHF | 92'527 CHF | 93.71% | 93.71% |
18.11.2024 | 1.07% | 92.80 % | 93.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'005 CHF | 94'005 CHF | 71.84% | 71.84% |
15.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
14.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
12.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11.11.2024 | 1.08% | 91.95 % | 92.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'947 CHF | 92'947 CHF | 61.26% | 61.26% |
08.11.2024 | 1.08% | 91.25 % | 92.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'053 CHF | 93'053 CHF | 75.42% | 75.42% |
07.11.2024 | 1.05% | 95.05 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'896 CHF | 95'896 CHF | 99.16% | 99.16% |