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% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'200 CHF | 100'200 CHF | 98.15% | 98.15% |
19.11.2024 | 1.01% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'194 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 | 99'206 CHF | 100'200 CHF | 70.39% | 70.39% |
15.11.2024 | 0.98% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'223 CHF | 100'200 CHF | 88.36% | 88.36% |
14.11.2024 | 0.99% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'210 CHF | 100'200 CHF | 63.27% | 63.27% |
13.11.2024 | 0.98% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'248 CHF | 100'225 CHF | 74.10% | 74.10% |
12.11.2024 | 0.98% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'192 CHF | 100'168 CHF | 51.04% | 51.04% |
11.11.2024 | 1.02% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'189 CHF | 100'204 CHF | 77.76% | 77.76% |
08.11.2024 | 0.99% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'222 CHF | 100'210 CHF | 86.87% | 86.87% |
07.11.2024 | 1.02% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'269 CHF | 100'289 CHF | 99.16% | 99.16% |