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 | 1.01% | 98.05 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'113 CHF | 99'113 CHF | 98.15% | 98.15% |
19.11.2024 | 1.02% | 97.90 % | 98.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'942 CHF | 98'942 CHF | 93.70% | 93.70% |
18.11.2024 | 1.01% | 98.25 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'138 CHF | 99'138 CHF | 76.36% | 76.36% |
15.11.2024 | 1.02% | 97.80 % | 98.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'979 CHF | 98'979 CHF | 93.75% | 93.75% |
14.11.2024 | 1.02% | 97.75 % | 98.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'639 CHF | 98'639 CHF | 63.28% | 63.28% |
13.11.2024 | 1.02% | 97.45 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'007 CHF | 99'007 CHF | 73.47% | 73.47% |
12.11.2024 | 1.02% | 97.75 % | 98.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'989 CHF | 98'989 CHF | 50.79% | 50.79% |
11.11.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'622 CHF | 99'622 CHF | 79.59% | 79.59% |
08.11.2024 | 1.00% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'957 CHF | 99'954 CHF | 86.94% | 86.94% |
07.11.2024 | 1.00% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'379 CHF | 100'381 CHF | 99.16% | 99.16% |