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% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'631 CHF | 99'631 CHF | 98.15% | 98.15% |
19.11.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'596 CHF | 99'596 CHF | 93.71% | 93.71% |
18.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'670 CHF | 99'670 CHF | 76.37% | 76.37% |
15.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'631 CHF | 99'631 CHF | 92.49% | 92.49% |
14.11.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'552 CHF | 99'552 CHF | 63.27% | 63.27% |
13.11.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'556 CHF | 99'556 CHF | 73.81% | 73.81% |
12.11.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'607 CHF | 99'607 CHF | 50.62% | 50.62% |
11.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'602 CHF | 99'602 CHF | 77.36% | 77.36% |
08.11.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'563 CHF | 99'563 CHF | 87.01% | 87.01% |
07.11.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'600 CHF | 99'600 CHF | 99.16% | 99.16% |