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 | 1.04% | 95.90 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'970 CHF | 96'970 CHF | 98.15% | 98.15% |
19.11.2024 | 1.05% | 95.40 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'184 CHF | 96'184 CHF | 93.69% | 93.69% |
18.11.2024 | 1.04% | 95.55 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'269 CHF | 96'269 CHF | 73.03% | 73.03% |
15.11.2024 | 1.04% | 95.25 % | 96.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'910 CHF | 96'910 CHF | 87.65% | 87.65% |
14.11.2024 | 1.03% | 96.55 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'610 CHF | 97'610 CHF | 63.20% | 63.20% |
13.11.2024 | 1.03% | 96.70 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'946 CHF | 97'946 CHF | 73.44% | 73.44% |
12.11.2024 | 1.03% | 97.00 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'015 CHF | 98'015 CHF | 51.82% | 51.82% |
11.11.2024 | 1.02% | 97.80 % | 98.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'876 CHF | 98'876 CHF | 78.80% | 78.80% |
08.11.2024 | 1.02% | 97.45 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'730 CHF | 98'730 CHF | 86.80% | 86.80% |
07.11.2024 | 1.01% | 98.00 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'396 CHF | 99'396 CHF | 99.16% | 99.16% |