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 | 1.02% | 97.10 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'261 CHF | 98'261 CHF | 98.15% | 98.15% |
19.11.2024 | 1.03% | 97.30 % | 98.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'900 CHF | 97'900 CHF | 93.69% | 93.69% |
18.11.2024 | 1.02% | 97.10 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'097 CHF | 98'097 CHF | 65.53% | 65.53% |
15.11.2024 | 1.02% | 97.10 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'383 CHF | 98'383 CHF | 92.10% | 92.10% |
14.11.2024 | 1.02% | 97.45 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'215 CHF | 98'215 CHF | 63.38% | 63.38% |
13.11.2024 | 1.04% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'094 CHF | 97'094 CHF | 73.79% | 73.79% |
12.11.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'476 CHF | 97'476 CHF | 50.91% | 50.91% |
11.11.2024 | 1.02% | 97.55 % | 98.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'658 CHF | 98'658 CHF | 78.61% | 78.61% |
08.11.2024 | 1.02% | 97.25 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'495 CHF | 98'495 CHF | 84.73% | 84.73% |
07.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'794 CHF | 99'793 CHF | 99.16% | 99.16% |