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 | 0.99% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'432 CHF | 100'419 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'438 CHF | 100'435 CHF | 93.72% | 93.72% |
18.11.2024 | 1.00% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'443 CHF | 100'443 CHF | 80.17% | 80.17% |
15.11.2024 | 1.00% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'382 CHF | 100'376 CHF | 88.28% | 88.28% |
14.11.2024 | 0.99% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'466 CHF | 100'460 CHF | 65.20% | 65.20% |
13.11.2024 | 1.00% | 99.25 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'211 CHF | 100'210 CHF | 74.86% | 74.86% |
12.11.2024 | 1.01% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'215 CHF | 100'225 CHF | 49.69% | 49.69% |
11.11.2024 | 1.01% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'391 CHF | 100'400 CHF | 81.07% | 81.07% |
08.11.2024 | 0.99% | 99.35 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'428 CHF | 100'420 CHF | 86.94% | 86.94% |
07.11.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'506 CHF | 100'503 CHF | 99.16% | 99.16% |