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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 1.01% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'390 CHF | 100'400 CHF | 96.83% | 96.83% |
25.11.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'400 CHF | 100'400 CHF | 98.11% | 98.11% |
22.11.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'400 CHF | 100'400 CHF | 99.91% | 99.91% |
20.11.2024 | 0.96% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'436 CHF | 100'400 CHF | 98.15% | 98.15% |
19.11.2024 | 0.99% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'408 CHF | 100'400 CHF | 93.72% | 93.72% |
18.11.2024 | 0.97% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'451 CHF | 100'422 CHF | 70.19% | 70.19% |
15.11.2024 | 1.00% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'463 CHF | 100'466 CHF | 88.35% | 88.35% |
14.11.2024 | 1.01% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'488 CHF | 100'500 CHF | 63.25% | 63.25% |
13.11.2024 | 1.01% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'540 CHF | 100'546 CHF | 74.10% | 74.10% |
12.11.2024 | 0.96% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'550 CHF | 100'514 CHF | 51.24% | 51.24% |