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% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'830 CHF | 100'834 CHF | 98.15% | 98.15% |
19.11.2024 | 0.99% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'725 CHF | 100'721 CHF | 93.70% | 93.70% |
18.11.2024 | 1.00% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'676 CHF | 100'679 CHF | 76.31% | 76.31% |
15.11.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'498 CHF | 100'502 CHF | 87.81% | 87.81% |
14.11.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'496 CHF | 100'496 CHF | 65.62% | 65.62% |
13.11.2024 | 1.01% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'490 CHF | 100'495 CHF | 74.48% | 74.48% |
12.11.2024 | 1.00% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'514 CHF | 100'517 CHF | 51.27% | 51.27% |
11.11.2024 | 0.98% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'746 CHF | 100'733 CHF | 80.01% | 80.01% |
08.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
07.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |