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% | 99.50 % | 100.50 % | 100'000 | 50'000 | 100'000 | 50'000 | 99'816 CHF | 50'408 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 100.01 % | 101.01 % | 100'000 | 50'000 | 100'000 | 50'000 | 99'869 CHF | 50'435 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 100.04 % | 101.04 % | 100'000 | 50'000 | 100'000 | 50'000 | 99'877 CHF | 50'438 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 50'000 | 100'000 | 50'000 | 99'866 CHF | 50'433 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 100.74 % | 101.74 % | 100'000 | 50'000 | 100'000 | 50'000 | 100'255 CHF | 50'628 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.86 % | 100.86 % | 100'000 | 50'000 | 100'000 | 50'000 | 99'671 CHF | 50'336 CHF | 99.31% | 99.31% |
12.11.2024 | 1.00% | 99.56 % | 100.56 % | 100'000 | 50'000 | 100'000 | 50'000 | 99'922 CHF | 50'461 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 100.16 % | 101.16 % | 100'000 | 50'000 | 100'000 | 50'000 | 100'403 CHF | 50'702 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 100.28 % | 101.28 % | 100'000 | 50'000 | 100'000 | 50'000 | 100'413 CHF | 50'707 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.48 % | 101.48 % | 100'000 | 50'000 | 100'000 | 50'000 | 100'696 CHF | 50'848 CHF | 100.00% | 100.00% |