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 | 1.10% | 90.00 % | 91.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'039 CHF | 91'039 CHF | 95.37% | 95.37% |
19.11.2024 | 1.11% | 89.50 % | 90.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'549 CHF | 90'549 CHF | 93.70% | 93.70% |
18.11.2024 | 1.11% | 89.90 % | 90.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'665 CHF | 90'665 CHF | 76.37% | 76.37% |
15.11.2024 | 1.11% | 89.55 % | 90.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'467 CHF | 90'467 CHF | 92.14% | 92.14% |
14.11.2024 | 1.12% | 88.85 % | 89.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'758 CHF | 89'758 CHF | 63.27% | 63.27% |
13.11.2024 | 1.11% | 88.75 % | 89.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'443 CHF | 90'443 CHF | 73.81% | 73.81% |
12.11.2024 | 1.11% | 88.85 % | 89.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'510 CHF | 90'510 CHF | 51.47% | 51.47% |
11.11.2024 | 1.09% | 90.60 % | 91.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'914 CHF | 91'914 CHF | 63.55% | 63.55% |
08.11.2024 | 1.08% | 91.35 % | 92.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'046 CHF | 93'046 CHF | 86.99% | 86.99% |
07.11.2024 | 1.06% | 94.00 % | 95.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'822 CHF | 94'822 CHF | 99.16% | 99.16% |