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 | 1.05% | 99.35 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'350 CHF | 100'400 CHF | 98.15% | 98.15% |
19.11.2024 | 1.02% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'377 CHF | 100'400 CHF | 93.72% | 93.72% |
18.11.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'400 CHF | 100'400 CHF | 81.71% | 81.71% |
15.11.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'403 CHF | 100'400 CHF | 92.86% | 92.86% |
14.11.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'500 CHF | 100'500 CHF | 42.75% | 42.75% |
13.11.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'509 CHF | 100'506 CHF | 75.31% | 75.31% |
12.11.2024 | 1.00% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'488 CHF | 100'483 CHF | 49.64% | 49.64% |
11.11.2024 | 0.99% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'582 CHF | 100'574 CHF | 81.59% | 81.59% |
08.11.2024 | 1.01% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'628 CHF | 100'643 CHF | 86.97% | 86.97% |
07.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'690 CHF | 100'690 CHF | 99.16% | 99.16% |