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 | 0.95% | 99.15 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'150 CHF | 100'100 CHF | 98.15% | 98.15% |
19.11.2024 | 1.05% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'150 CHF | 100'200 CHF | 93.72% | 93.72% |
18.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'200 CHF | 100'200 CHF | 71.53% | 71.53% |
15.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'200 CHF | 100'200 CHF | 88.35% | 88.35% |
14.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'200 CHF | 100'200 CHF | 65.28% | 65.28% |
13.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'300 CHF | 100'300 CHF | 75.76% | 75.76% |
12.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'300 CHF | 100'300 CHF | 51.23% | 51.23% |
11.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'300 CHF | 100'300 CHF | 80.13% | 80.13% |
08.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'300 CHF | 100'300 CHF | 86.93% | 86.93% |
07.11.2024 | 0.96% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'340 CHF | 100'300 CHF | 99.16% | 99.16% |