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 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'600 CHF | 100'600 CHF | 70.84% | 70.84% |
15.11.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'600 CHF | 100'600 CHF | 88.18% | 88.18% |
14.11.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'600 CHF | 100'600 CHF | 63.21% | 63.21% |
13.11.2024 | 0.96% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'639 CHF | 100'600 CHF | 74.94% | 74.94% |
12.11.2024 | 0.97% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'630 CHF | 100'600 CHF | 51.27% | 51.27% |
11.11.2024 | 1.01% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'626 CHF | 100'636 CHF | 80.13% | 80.13% |
08.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'700 CHF | 100'700 CHF | 86.91% | 86.91% |
07.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'700 CHF | 100'700 CHF | 99.16% | 99.16% |