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% | 94.00 % | 95.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'747 CHF | 95'747 CHF | 98.15% | 98.15% |
19.11.2024 | 1.05% | 94.40 % | 95.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'599 CHF | 95'599 CHF | 93.69% | 93.69% |
18.11.2024 | 1.06% | 94.70 % | 95.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'170 CHF | 95'170 CHF | 72.64% | 72.64% |
15.11.2024 | 1.03% | 95.55 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'255 CHF | 97'255 CHF | 91.65% | 91.65% |
14.11.2024 | 1.02% | 97.55 % | 98.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'645 CHF | 98'645 CHF | 30.13% | 30.13% |
13.11.2024 | 1.05% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'157 CHF | 96'157 CHF | 75.43% | 75.43% |
12.11.2024 | 1.04% | 95.55 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'920 CHF | 96'920 CHF | 51.71% | 51.71% |
11.11.2024 | 1.04% | 95.90 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'909 CHF | 96'909 CHF | 78.66% | 78.66% |
08.11.2024 | 1.04% | 95.20 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'212 CHF | 96'212 CHF | 86.93% | 86.93% |
07.11.2024 | 1.05% | 95.20 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'061 CHF | 96'061 CHF | 99.16% | 99.16% |