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% | 99.25 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'450 CHF | 100'445 CHF | 98.15% | 98.15% |
19.11.2024 | 1.01% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'413 CHF | 100'419 CHF | 93.72% | 93.72% |
18.11.2024 | 1.00% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'275 CHF | 100'273 CHF | 71.39% | 71.39% |
15.11.2024 | 1.01% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'077 CHF | 100'084 CHF | 92.86% | 92.86% |
14.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 1.01% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'900 CHF | 99'899 CHF | 74.76% | 74.76% |
12.11.2024 | 1.00% | 99.15 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'097 CHF | 100'091 CHF | 50.40% | 50.40% |
11.11.2024 | 1.00% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'499 CHF | 100'502 CHF | 81.56% | 81.56% |
08.11.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'331 CHF | 100'332 CHF | 86.80% | 86.80% |
07.11.2024 | 0.99% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'601 CHF | 100'596 CHF | 99.16% | 99.16% |