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 | 0.80% | 99.60 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'600 CHF | 100'400 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'400 CHF | 98.78% | 98.78% |
18.11.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'650 CHF | 100'400 CHF | 33.86% | 33.86% |
15.11.2024 | 0.70% | 99.70 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'700 CHF | 100'400 CHF | 97.62% | 97.62% |
14.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.80% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'700 CHF | 100'500 CHF | 2.02% | 2.02% |
12.11.2024 | 0.80% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'700 CHF | 100'500 CHF | 92.10% | 92.10% |
11.11.2024 | 0.75% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'750 CHF | 100'500 CHF | 98.31% | 98.31% |
08.11.2024 | 0.75% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'750 CHF | 100'500 CHF | 55.09% | 55.09% |
07.11.2024 | 0.79% | 99.75 % | 100.50 % | 100'000 | 100'000 | 95'852 | 95'852 | 95'602 CHF | 96'344 CHF | 46.45% | 46.45% |