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 | 1.00% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'250 CHF | 100'252 CHF | 98.15% | 98.15% |
19.11.2024 | 1.02% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'242 CHF | 100'261 CHF | 93.72% | 93.72% |
18.11.2024 | 1.01% | 99.25 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'291 CHF | 100'300 CHF | 71.37% | 71.37% |
15.11.2024 | 1.00% | 99.25 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'266 CHF | 100'259 CHF | 88.39% | 88.39% |
14.11.2024 | 0.99% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'291 CHF | 100'283 CHF | 63.20% | 63.20% |
13.11.2024 | 1.02% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'276 CHF | 100'290 CHF | 75.77% | 75.77% |
12.11.2024 | 0.98% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'210 CHF | 100'189 CHF | 51.41% | 51.41% |
11.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'245 CHF | 100'245 CHF | 80.26% | 80.26% |
08.11.2024 | 1.02% | 99.25 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'285 CHF | 100'300 CHF | 86.92% | 86.92% |
07.11.2024 | 1.01% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'357 CHF | 100'363 CHF | 99.16% | 99.16% |