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% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'814 CHF | 100'803 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'674 CHF | 100'680 CHF | 93.71% | 93.71% |
18.11.2024 | 1.01% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'820 CHF | 100'828 CHF | 77.95% | 77.95% |
15.11.2024 | 1.00% | 99.85 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'924 CHF | 100'927 CHF | 92.53% | 92.53% |
14.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'053 CHF | 101'053 CHF | 65.65% | 65.65% |
13.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'127 CHF | 101'127 CHF | 75.02% | 75.02% |
12.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'102 CHF | 101'102 CHF | 50.31% | 50.31% |
11.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'257 CHF | 101'257 CHF | 80.52% | 80.52% |
08.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'111 CHF | 101'111 CHF | 87.03% | 87.03% |
07.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'175 CHF | 101'175 CHF | 99.16% | 99.16% |