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% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'429 CHF | 100'436 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.25 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'240 CHF | 100'238 CHF | 93.71% | 93.71% |
18.11.2024 | 1.01% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'313 CHF | 100'317 CHF | 77.63% | 77.63% |
15.11.2024 | 1.00% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'194 CHF | 100'195 CHF | 93.72% | 93.72% |
14.11.2024 | 1.01% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'979 CHF | 99'980 CHF | 63.28% | 63.28% |
13.11.2024 | 1.00% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'186 CHF | 100'182 CHF | 73.43% | 73.43% |
12.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'199 CHF | 100'200 CHF | 50.65% | 50.65% |
11.11.2024 | 0.99% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'457 CHF | 100'451 CHF | 78.65% | 78.65% |
08.11.2024 | 1.00% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'636 CHF | 100'637 CHF | 86.84% | 86.84% |
07.11.2024 | 1.00% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'858 CHF | 100'867 CHF | 99.16% | 99.16% |