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 | 1.02% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'039 CHF | 100'050 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'001 CHF | 99'997 CHF | 93.72% | 93.72% |
18.11.2024 | 1.03% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'067 CHF | 100'089 CHF | 71.87% | 71.87% |
15.11.2024 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'002 CHF | 100'000 CHF | 88.41% | 88.41% |
14.11.2024 | 1.01% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'030 CHF | 100'034 CHF | 63.28% | 63.28% |
13.11.2024 | 1.01% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'977 CHF | 99'980 CHF | 75.77% | 75.77% |
12.11.2024 | 1.01% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'852 CHF | 99'851 CHF | 50.30% | 50.30% |
11.11.2024 | 1.00% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'911 CHF | 99'909 CHF | 77.74% | 77.74% |
08.11.2024 | 1.01% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'884 CHF | 99'884 CHF | 86.91% | 86.91% |
07.11.2024 | 1.00% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'011 CHF | 100'010 CHF | 99.16% | 99.16% |