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% | 98.10 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'373 CHF | 99'373 CHF | 93.18% | 93.18% |
19.11.2024 | 1.03% | 96.55 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'745 CHF | 97'745 CHF | 81.59% | 81.59% |
18.11.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'725 CHF | 97'725 CHF | 29.67% | 29.67% |
15.11.2024 | 1.03% | 96.70 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'386 CHF | 97'386 CHF | 93.32% | 93.32% |
14.11.2024 | 1.04% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'054 CHF | 97'054 CHF | 63.18% | 63.18% |
13.11.2024 | 1.04% | 94.70 % | 95.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'278 CHF | 96'278 CHF | 73.23% | 73.23% |
12.11.2024 | 1.04% | 95.10 % | 96.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'687 CHF | 96'687 CHF | 51.36% | 51.36% |
11.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
08.11.2024 | 1.04% | 95.20 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'780 CHF | 96'780 CHF | 34.33% | 34.33% |
07.11.2024 | 1.02% | 97.00 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'148 CHF | 98'148 CHF | 99.16% | 99.16% |