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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 1.01% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'670 CHF | 100'682 CHF | 98.11% | 98.11% |
22.11.2024 | 0.99% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'710 CHF | 100'705 CHF | 99.91% | 99.91% |
20.11.2024 | 1.02% | 99.35 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'542 CHF | 100'560 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'367 CHF | 100'362 CHF | 93.70% | 93.70% |
18.11.2024 | 1.01% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'546 CHF | 100'552 CHF | 76.53% | 76.53% |
15.11.2024 | 1.01% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'607 CHF | 100'614 CHF | 91.92% | 91.92% |
14.11.2024 | 1.01% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'676 CHF | 100'686 CHF | 63.28% | 63.28% |
13.11.2024 | 1.00% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'408 CHF | 100'407 CHF | 73.46% | 73.46% |
12.11.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'714 CHF | 100'719 CHF | 50.66% | 50.66% |
11.11.2024 | 0.97% | 99.85 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'767 CHF | 100'737 CHF | 63.57% | 63.57% |