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% | 92.30 % | 93.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'657 CHF | 93'657 CHF | 98.15% | 98.15% |
19.11.2024 | 1.09% | 92.05 % | 93.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'469 CHF | 92'469 CHF | 80.50% | 80.50% |
18.11.2024 | 1.06% | 94.40 % | 95.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'718 CHF | 94'718 CHF | 72.62% | 72.62% |
15.11.2024 | 1.04% | 94.85 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'461 CHF | 96'461 CHF | 91.70% | 91.70% |
14.11.2024 | 1.05% | 95.80 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'997 CHF | 95'997 CHF | 29.51% | 29.51% |
13.11.2024 | 1.00% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'959 CHF | 99'956 CHF | 61.28% | 61.28% |
12.11.2024 | 1.00% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'045 CHF | 100'044 CHF | 51.74% | 51.74% |
11.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'437 CHF | 101'437 CHF | 61.74% | 61.74% |
08.11.2024 | 1.00% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'742 CHF | 100'741 CHF | 84.78% | 84.78% |
07.11.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'352 CHF | 102'352 CHF | 99.16% | 99.16% |