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% | 91.05 % | 92.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'765 CHF | 92'765 CHF | 100.00% | 100.00% |
19.11.2024 | 1.09% | 91.38 % | 92.38 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'427 CHF | 92'427 CHF | 100.00% | 100.00% |
18.11.2024 | 1.08% | 92.23 % | 93.23 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'130 CHF | 93'130 CHF | 100.00% | 100.00% |
15.11.2024 | 1.07% | 92.64 % | 93.64 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'988 CHF | 93'988 CHF | 100.00% | 100.00% |
14.11.2024 | 1.07% | 93.57 % | 94.57 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'143 CHF | 94'143 CHF | 100.00% | 100.00% |
13.11.2024 | 1.07% | 93.00 % | 94.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'140 CHF | 94'140 CHF | 98.99% | 98.99% |
12.11.2024 | 1.05% | 93.70 % | 94.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'517 CHF | 95'517 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 95.29 % | 96.29 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'371 CHF | 96'371 CHF | 100.00% | 100.00% |
08.11.2024 | 1.05% | 94.34 % | 95.34 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'558 CHF | 95'558 CHF | 100.00% | 100.00% |
07.11.2024 | 1.05% | 95.23 % | 96.23 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'889 CHF | 95'889 CHF | 100.00% | 100.00% |