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 | 0.75% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'750 CHF | 100'500 CHF | 57.28% | 57.28% |
19.11.2024 | 0.75% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'750 CHF | 100'500 CHF | 81.09% | 81.09% |
18.11.2024 | 0.75% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'750 CHF | 100'500 CHF | 99.43% | 99.43% |
15.11.2024 | 0.70% | 99.80 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'800 CHF | 100'500 CHF | 83.10% | 83.10% |
14.11.2024 | 0.73% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'781 CHF | 100'509 CHF | 5.97% | 5.97% |
13.11.2024 | 0.75% | 99.85 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'850 CHF | 100'600 CHF | 43.76% | 43.76% |
12.11.2024 | 0.75% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'749 CHF | 100'500 CHF | 56.89% | 56.89% |
11.11.2024 | 0.70% | 99.90 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'897 CHF | 100'600 CHF | 39.58% | 39.58% |
08.11.2024 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'950 CHF | 100'700 CHF | 29.23% | 29.23% |
07.11.2024 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'950 CHF | 100'700 CHF | 61.11% | 61.11% |