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 | 0.96% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'450 CHF | 100'408 CHF | 98.15% | 98.15% |
19.11.2024 | 0.97% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'450 CHF | 100'416 CHF | 93.72% | 93.72% |
18.11.2024 | 1.05% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'453 CHF | 100'500 CHF | 70.60% | 70.60% |
15.11.2024 | 1.00% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'482 CHF | 100'480 CHF | 88.14% | 88.14% |
14.11.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'500 CHF | 100'500 CHF | 63.06% | 63.06% |
13.11.2024 | 1.03% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'567 CHF | 100'600 CHF | 75.44% | 75.44% |
12.11.2024 | 1.03% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'567 CHF | 100'600 CHF | 50.60% | 50.60% |
11.11.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'600 CHF | 100'600 CHF | 79.66% | 79.66% |
08.11.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'600 CHF | 100'600 CHF | 86.82% | 86.82% |
07.11.2024 | 0.99% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'608 CHF | 100'600 CHF | 99.16% | 99.16% |