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% | 92.98 % | 93.98 % | 100'000 | 10'000 | 100'000 | 10'000 | 93'264 CHF | 9'426 CHF | 100.00% | 100.00% |
19.11.2024 | 1.07% | 93.18 % | 94.18 % | 100'000 | 10'000 | 100'000 | 10'000 | 93'226 CHF | 9'423 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 93.87 % | 94.87 % | 100'000 | 10'000 | 100'000 | 10'000 | 93'845 CHF | 9'484 CHF | 100.00% | 100.00% |
15.11.2024 | 1.06% | 93.83 % | 94.83 % | 100'000 | 10'000 | 100'000 | 10'000 | 94'116 CHF | 9'512 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 94.95 % | 95.95 % | 100'000 | 10'000 | 100'000 | 10'000 | 94'638 CHF | 9'564 CHF | 100.00% | 100.00% |
13.11.2024 | 1.05% | 94.32 % | 95.32 % | 100'000 | 10'000 | 100'000 | 10'000 | 94'397 CHF | 9'540 CHF | 99.31% | 99.31% |
12.11.2024 | 1.05% | 94.34 % | 95.34 % | 100'000 | 10'000 | 100'000 | 10'000 | 94'563 CHF | 9'556 CHF | 100.00% | 100.00% |
11.11.2024 | 1.05% | 95.11 % | 96.11 % | 100'000 | 10'000 | 100'000 | 10'000 | 95'140 CHF | 9'614 CHF | 100.00% | 100.00% |
08.11.2024 | 1.05% | 94.73 % | 95.73 % | 100'000 | 10'000 | 100'000 | 10'000 | 94'870 CHF | 9'587 CHF | 100.00% | 100.00% |
07.11.2024 | 1.05% | 94.99 % | 95.99 % | 100'000 | 10'000 | 100'000 | 10'000 | 95'122 CHF | 9'612 CHF | 100.00% | 100.00% |