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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.01.2021 | 1.05% | 95.05 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'870 CHF | 95'870 CHF | 99.04% | 99.04% |
25.01.2021 | 1.04% | 94.40 % | 95.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'501 CHF | 96'501 CHF | 99.34% | 99.34% |
22.01.2021 | 1.03% | 96.20 % | 97.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'348 CHF | 97'348 CHF | 95.98% | 95.98% |
21.01.2021 | 1.03% | 96.90 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'049 CHF | 98'049 CHF | 99.43% | 99.43% |
20.01.2021 | 1.03% | 96.75 % | 97.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'692 CHF | 97'692 CHF | 96.09% | 96.09% |
19.01.2021 | 1.04% | 95.80 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'096 CHF | 97'096 CHF | 94.66% | 94.66% |
18.01.2021 | 1.03% | 96.45 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'157 CHF | 97'157 CHF | 100.00% | 100.00% |
15.01.2021 | 1.04% | 95.65 % | 96.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'049 CHF | 97'049 CHF | 98.70% | 98.70% |
14.01.2021 | 1.03% | 96.75 % | 97.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'474 CHF | 97'474 CHF | 97.15% | 97.15% |
13.01.2021 | 1.03% | 96.25 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'536 CHF | 97'536 CHF | 99.97% | 99.97% |