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 | 1.07% | 92.75 % | 93.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'063 CHF | 94'063 CHF | 98.15% | 98.15% |
19.11.2024 | 1.08% | 92.45 % | 93.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'407 CHF | 93'407 CHF | 93.70% | 93.70% |
18.11.2024 | 1.07% | 93.10 % | 94.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'929 CHF | 93'929 CHF | 75.93% | 75.93% |
15.11.2024 | 1.07% | 92.80 % | 93.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'166 CHF | 94'166 CHF | 92.48% | 92.48% |
14.11.2024 | 1.06% | 93.45 % | 94.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'405 CHF | 94'405 CHF | 63.60% | 63.60% |
13.11.2024 | 1.06% | 93.35 % | 94.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'924 CHF | 94'924 CHF | 73.81% | 73.81% |
12.11.2024 | 1.04% | 94.35 % | 95.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'345 CHF | 96'345 CHF | 51.22% | 51.22% |
11.11.2024 | 1.04% | 95.90 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'697 CHF | 96'697 CHF | 64.65% | 64.65% |
08.11.2024 | 1.05% | 94.85 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'903 CHF | 95'903 CHF | 87.00% | 87.00% |
07.11.2024 | 1.05% | 95.40 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'039 CHF | 96'039 CHF | 99.16% | 99.16% |