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% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'644 CHF | 100'644 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'494 CHF | 100'490 CHF | 93.72% | 93.72% |
18.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'627 CHF | 100'626 CHF | 71.00% | 71.00% |
15.11.2024 | 0.99% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'753 CHF | 100'749 CHF | 92.84% | 92.84% |
14.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'986 CHF | 100'985 CHF | 63.63% | 63.63% |
13.11.2024 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'049 CHF | 101'052 CHF | 73.96% | 73.96% |
12.11.2024 | 0.99% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'186 CHF | 101'187 CHF | 50.31% | 50.31% |
11.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'371 CHF | 101'371 CHF | 80.23% | 80.23% |
08.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'232 CHF | 101'232 CHF | 86.77% | 86.77% |
07.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'262 CHF | 101'262 CHF | 99.16% | 99.16% |