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% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'469 CHF | 100'473 CHF | 98.15% | 98.15% |
19.11.2024 | 0.99% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'504 CHF | 100'498 CHF | 93.72% | 93.72% |
18.11.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'453 CHF | 100'451 CHF | 71.34% | 71.34% |
15.11.2024 | 1.01% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'388 CHF | 100'394 CHF | 92.84% | 92.84% |
14.11.2024 | 0.98% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'494 CHF | 100'476 CHF | 63.42% | 63.42% |
13.11.2024 | 1.01% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'102 CHF | 100'108 CHF | 74.95% | 74.95% |
12.11.2024 | 0.99% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'181 CHF | 100'163 CHF | 50.62% | 50.62% |
11.11.2024 | 0.99% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'432 CHF | 100'423 CHF | 78.83% | 78.83% |
08.11.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'467 CHF | 100'470 CHF | 87.00% | 87.00% |
07.11.2024 | 0.99% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'600 CHF | 100'592 CHF | 99.16% | 99.16% |