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 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'482 CHF | 100'480 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.35 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'073 CHF | 100'072 CHF | 93.71% | 93.71% |
18.11.2024 | 1.00% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'291 CHF | 100'289 CHF | 76.72% | 76.72% |
15.11.2024 | 1.00% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'334 CHF | 100'329 CHF | 92.71% | 92.71% |
14.11.2024 | 1.00% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'027 CHF | 100'021 CHF | 63.02% | 63.02% |
13.11.2024 | 1.00% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'245 CHF | 100'238 CHF | 73.46% | 73.46% |
12.11.2024 | 1.01% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'545 CHF | 100'552 CHF | 51.62% | 51.62% |
11.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'556 CHF | 100'553 CHF | 80.01% | 80.01% |
08.11.2024 | 1.01% | 99.35 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'438 CHF | 100'443 CHF | 86.83% | 86.83% |
07.11.2024 | 1.00% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'449 CHF | 100'447 CHF | 99.16% | 99.16% |