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% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'375 CHF | 100'371 CHF | 98.15% | 98.15% |
19.11.2024 | 1.01% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'388 CHF | 100'393 CHF | 93.72% | 93.72% |
18.11.2024 | 1.02% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'255 CHF | 100'273 CHF | 71.03% | 71.03% |
15.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'162 CHF | 100'154 CHF | 88.11% | 88.11% |
14.11.2024 | 1.00% | 99.35 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'387 CHF | 100'383 CHF | 63.41% | 63.41% |
13.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'295 CHF | 100'293 CHF | 75.43% | 75.43% |
12.11.2024 | 1.00% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'379 CHF | 100'383 CHF | 50.64% | 50.64% |
11.11.2024 | 1.00% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'510 CHF | 100'511 CHF | 80.07% | 80.07% |
08.11.2024 | 1.01% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'384 CHF | 100'397 CHF | 87.07% | 87.07% |
07.11.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'560 CHF | 100'555 CHF | 99.16% | 99.16% |