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% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'550 CHF | 100'500 CHF | 98.15% | 98.15% |
19.11.2024 | 1.05% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'550 CHF | 100'600 CHF | 93.72% | 93.72% |
18.11.2024 | 1.03% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'567 CHF | 100'600 CHF | 70.55% | 70.55% |
15.11.2024 | 1.03% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'572 CHF | 100'600 CHF | 87.93% | 87.93% |
14.11.2024 | 0.98% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'615 CHF | 100'600 CHF | 63.27% | 63.27% |
13.11.2024 | 0.98% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'678 CHF | 100'656 CHF | 74.90% | 74.90% |
12.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'700 CHF | 100'700 CHF | 51.23% | 51.23% |
11.11.2024 | 0.95% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'750 CHF | 100'700 CHF | 61.84% | 61.84% |
08.11.2024 | 0.96% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'748 CHF | 100'710 CHF | 86.96% | 86.96% |
07.11.2024 | 1.01% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'791 CHF | 100'800 CHF | 99.16% | 99.16% |