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 | 1.00% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'548 CHF | 100'550 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'648 CHF | 100'648 CHF | 93.72% | 93.72% |
18.11.2024 | 0.99% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'882 CHF | 100'878 CHF | 70.63% | 70.63% |
15.11.2024 | 1.00% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'708 CHF | 100'712 CHF | 94.03% | 94.03% |
14.11.2024 | 0.99% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'907 CHF | 100'901 CHF | 63.17% | 63.17% |
13.11.2024 | 0.99% | 99.85 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'825 CHF | 100'818 CHF | 73.19% | 73.19% |
12.11.2024 | 0.99% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'816 CHF | 100'805 CHF | 49.66% | 49.66% |
11.11.2024 | 0.99% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'926 CHF | 100'924 CHF | 64.04% | 64.04% |
08.11.2024 | 0.98% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'842 CHF | 100'828 CHF | 86.90% | 86.90% |
07.11.2024 | 0.99% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'857 CHF | 100'847 CHF | 99.16% | 99.16% |