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 | 1.01% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'697 CHF | 100'710 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'692 CHF | 100'692 CHF | 93.72% | 93.72% |
18.11.2024 | 0.99% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'754 CHF | 100'748 CHF | 70.74% | 70.74% |
15.11.2024 | 1.01% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'761 CHF | 100'773 CHF | 93.05% | 93.05% |
14.11.2024 | 0.97% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'771 CHF | 100'743 CHF | 63.21% | 63.21% |
13.11.2024 | 1.00% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'799 CHF | 100'798 CHF | 75.31% | 75.31% |
12.11.2024 | 1.01% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'836 CHF | 100'845 CHF | 51.22% | 51.22% |
11.11.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'904 CHF | 100'907 CHF | 78.97% | 78.97% |
08.11.2024 | 1.01% | 99.95 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'886 CHF | 100'896 CHF | 86.78% | 86.78% |
07.11.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'900 CHF | 100'900 CHF | 99.16% | 99.16% |