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 | 1.01% | 99.85 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'855 CHF | 100'863 CHF | 98.15% | 98.15% |
19.11.2024 | 0.98% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'813 CHF | 100'799 CHF | 93.72% | 93.72% |
18.11.2024 | 1.00% | 99.75 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'836 CHF | 100'837 CHF | 78.01% | 78.01% |
15.11.2024 | 1.01% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'814 CHF | 100'824 CHF | 92.76% | 92.76% |
14.11.2024 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'983 CHF | 100'986 CHF | 65.14% | 65.14% |
13.11.2024 | 1.01% | 99.95 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'998 CHF | 101'008 CHF | 74.90% | 74.90% |
12.11.2024 | 1.00% | 99.95 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'942 CHF | 100'941 CHF | 50.35% | 50.35% |
11.11.2024 | 0.99% | 99.95 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'924 CHF | 100'917 CHF | 64.04% | 64.04% |
08.11.2024 | 1.00% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'367 CHF | 100'363 CHF | 86.97% | 86.97% |
07.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'308 CHF | 100'304 CHF | 99.16% | 99.16% |