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% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'770 CHF | 99'770 CHF | 98.15% | 98.15% |
19.11.2024 | 1.01% | 98.80 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'671 CHF | 99'672 CHF | 93.72% | 93.72% |
18.11.2024 | 1.01% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'888 CHF | 99'887 CHF | 70.83% | 70.83% |
15.11.2024 | 1.00% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'019 CHF | 100'018 CHF | 88.16% | 88.16% |
14.11.2024 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'003 CHF | 99'996 CHF | 63.44% | 63.44% |
13.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'915 CHF | 99'915 CHF | 75.53% | 75.53% |
12.11.2024 | 0.99% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'193 CHF | 100'185 CHF | 50.33% | 50.33% |
11.11.2024 | 1.01% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'410 CHF | 100'415 CHF | 80.14% | 80.14% |
08.11.2024 | 1.01% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'427 CHF | 100'431 CHF | 86.77% | 86.77% |
07.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'564 CHF | 100'566 CHF | 99.16% | 99.16% |