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% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'574 CHF | 99'574 CHF | 98.15% | 98.15% |
19.11.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'317 CHF | 99'317 CHF | 93.72% | 93.72% |
18.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'993 CHF | 99'992 CHF | 69.90% | 69.90% |
15.11.2024 | 1.00% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'969 CHF | 99'967 CHF | 88.19% | 88.19% |
14.11.2024 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'313 CHF | 100'309 CHF | 63.18% | 63.18% |
13.11.2024 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'927 CHF | 99'927 CHF | 75.61% | 75.61% |
12.11.2024 | 1.00% | 98.80 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'976 CHF | 99'975 CHF | 51.01% | 51.01% |
11.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'342 CHF | 100'344 CHF | 77.79% | 77.79% |
08.11.2024 | 1.01% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'086 CHF | 100'089 CHF | 86.80% | 86.80% |
07.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'396 CHF | 100'400 CHF | 99.16% | 99.16% |