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% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'512 CHF | 100'509 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'410 CHF | 100'410 CHF | 93.72% | 93.72% |
18.11.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'565 CHF | 100'567 CHF | 80.13% | 80.13% |
15.11.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'637 CHF | 100'635 CHF | 92.82% | 92.82% |
14.11.2024 | 1.00% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'594 CHF | 100'598 CHF | 63.18% | 63.18% |
13.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'377 CHF | 100'376 CHF | 75.05% | 75.05% |
12.11.2024 | 1.00% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'582 CHF | 100'583 CHF | 50.11% | 50.11% |
11.11.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'856 CHF | 100'854 CHF | 79.66% | 79.66% |
08.11.2024 | 1.00% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'624 CHF | 100'627 CHF | 87.01% | 87.01% |
07.11.2024 | 1.00% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'830 CHF | 100'830 CHF | 99.16% | 99.16% |