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 | 1.05% | 93.95 % | 94.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'344 CHF | 95'344 CHF | 98.15% | 98.15% |
19.11.2024 | 1.06% | 94.15 % | 95.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'850 CHF | 94'850 CHF | 93.69% | 93.69% |
18.11.2024 | 1.06% | 94.15 % | 95.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'764 CHF | 94'764 CHF | 74.49% | 74.49% |
15.11.2024 | 1.06% | 93.65 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'419 CHF | 94'419 CHF | 91.73% | 91.73% |
14.11.2024 | 1.06% | 93.90 % | 94.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'659 CHF | 94'659 CHF | 29.61% | 29.61% |
13.11.2024 | 1.09% | 91.45 % | 92.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'021 CHF | 92'021 CHF | 73.45% | 73.45% |
12.11.2024 | 1.09% | 90.70 % | 91.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'044 CHF | 92'044 CHF | 36.50% | 36.50% |
11.11.2024 | 1.08% | 91.65 % | 92.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'944 CHF | 92'944 CHF | 79.08% | 79.08% |
08.11.2024 | 1.07% | 92.25 % | 93.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'551 CHF | 93'551 CHF | 86.80% | 86.80% |
07.11.2024 | 1.07% | 93.50 % | 94.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'343 CHF | 94'343 CHF | 98.60% | 98.60% |