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% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'700 CHF | 99'700 CHF | 97.94% | 97.94% |
19.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'700 CHF | 99'700 CHF | 99.93% | 99.93% |
18.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'700 CHF | 99'700 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'700 CHF | 99'700 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'700 CHF | 99'700 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'100 CHF | 100'100 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 99.10 % | 100.10 % | 50'000 | 100'000 | 58'834 | 100'000 | 58'304 CHF | 100'100 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'100 CHF | 100'100 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'100 CHF | 100'100 CHF | 99.81% | 99.81% |
07.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'100 CHF | 100'100 CHF | 99.76% | 99.76% |