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 | 0.80% | 99.50 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'586 CHF | 100'386 CHF | 98.58% | 98.58% |
19.11.2024 | 0.80% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'990 CHF | 100'790 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'173 CHF | 100'973 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.10 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'228 CHF | 101'028 CHF | 98.43% | 98.43% |
14.11.2024 | 0.80% | 100.10 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'013 CHF | 100'813 CHF | 99.72% | 99.72% |
13.11.2024 | 0.81% | 100.10 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'604 CHF | 99'404 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'668 CHF | 99'668 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'041 CHF | 100'041 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.60 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'596 CHF | 99'396 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.60 % | 99.40 % | 100'000 | 100'000 | 100'000 | 98'975 | 98'510 CHF | 98'289 CHF | 100.00% | 100.00% |