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% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'072 CHF | 100'066 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'992 CHF | 99'991 CHF | 93.72% | 93.72% |
18.11.2024 | 0.99% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'071 CHF | 100'061 CHF | 70.87% | 70.87% |
15.11.2024 | 1.00% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'995 CHF | 99'993 CHF | 88.09% | 88.09% |
14.11.2024 | 1.01% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'144 CHF | 100'148 CHF | 63.19% | 63.19% |
13.11.2024 | 1.01% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'055 CHF | 100'058 CHF | 73.63% | 73.63% |
12.11.2024 | 1.00% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'995 CHF | 99'994 CHF | 51.24% | 51.24% |
11.11.2024 | 1.01% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'121 CHF | 100'130 CHF | 77.74% | 77.74% |
08.11.2024 | 1.00% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'112 CHF | 100'113 CHF | 86.89% | 86.89% |
07.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'210 CHF | 100'206 CHF | 99.16% | 99.16% |