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 | 1.06% | 93.90 % | 94.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'915 CHF | 94'915 CHF | 95.37% | 95.37% |
19.11.2024 | 1.06% | 93.35 % | 94.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'423 CHF | 94'423 CHF | 93.69% | 93.69% |
18.11.2024 | 1.06% | 93.65 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'460 CHF | 94'460 CHF | 71.77% | 71.77% |
15.11.2024 | 1.07% | 93.45 % | 94.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'325 CHF | 94'325 CHF | 91.69% | 91.69% |
14.11.2024 | 1.07% | 92.75 % | 93.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'705 CHF | 93'705 CHF | 63.16% | 63.16% |
13.11.2024 | 1.07% | 92.95 % | 93.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'371 CHF | 94'371 CHF | 62.33% | 62.33% |
12.11.2024 | 1.06% | 93.35 % | 94.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'653 CHF | 94'653 CHF | 31.67% | 31.67% |
11.11.2024 | 1.05% | 94.50 % | 95.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'871 CHF | 95'871 CHF | 78.73% | 78.73% |
08.11.2024 | 1.04% | 95.30 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'858 CHF | 96'858 CHF | 75.94% | 75.94% |
07.11.2024 | 1.02% | 97.90 % | 98.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'692 CHF | 98'692 CHF | 99.16% | 99.16% |