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% | 91.20 % | 92.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'206 CHF | 92'206 CHF | 98.15% | 98.15% |
19.11.2024 | 1.10% | 90.65 % | 91.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'731 CHF | 91'731 CHF | 93.70% | 93.70% |
18.11.2024 | 1.09% | 91.10 % | 92.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'923 CHF | 91'923 CHF | 75.92% | 75.92% |
15.11.2024 | 1.10% | 90.90 % | 91.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'785 CHF | 91'785 CHF | 92.47% | 92.47% |
14.11.2024 | 1.10% | 90.25 % | 91.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'110 CHF | 91'110 CHF | 65.63% | 65.63% |
13.11.2024 | 1.10% | 90.10 % | 91.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'815 CHF | 91'815 CHF | 75.08% | 75.08% |
12.11.2024 | 1.09% | 90.25 % | 91.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'828 CHF | 91'828 CHF | 51.56% | 51.56% |
11.11.2024 | 1.08% | 91.85 % | 92.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'103 CHF | 93'103 CHF | 63.22% | 63.22% |
08.11.2024 | 1.07% | 92.50 % | 93.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'146 CHF | 94'146 CHF | 87.00% | 87.00% |
07.11.2024 | 1.05% | 94.85 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'647 CHF | 95'647 CHF | 99.16% | 99.16% |