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 | 0.99% | 99.85 % | 100.80 % | 100'000 | 100'000 | 27'241 | 27'241 | 27'325 CHF | 27'597 CHF | 97.86% | 97.86% |
19.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'260 CHF | 101'260 CHF | 12.55% | 12.55% |
18.11.2024 | 1.00% | 99.95 % | 101.00 % | 100'000 | 100'000 | 27'306 | 27'306 | 27'171 CHF | 27'444 CHF | 97.50% | 97.50% |
15.11.2024 | 1.01% | 99.00 % | 100.00 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'881 CHF | 27'150 CHF | 98.77% | 98.77% |
14.11.2024 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 63'745 | 63'745 | 62'819 CHF | 63'456 CHF | 28.56% | 28.56% |
13.11.2024 | 1.01% | 98.80 % | 99.80 % | 100'000 | 100'000 | 28'342 | 28'342 | 28'024 CHF | 28'307 CHF | 91.99% | 91.99% |
12.11.2024 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'836 CHF | 27'107 CHF | 98.40% | 98.40% |
11.11.2024 | 0.99% | 100.40 % | 101.40 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'040 CHF | 10'140 CHF | 88.18% | 88.18% |
08.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 27'158 | 27'158 | 27'316 CHF | 27'588 CHF | 98.34% | 98.34% |
07.11.2024 | 0.99% | 101.20 % | 102.20 % | 100'000 | 100'000 | 27'684 | 27'684 | 27'862 CHF | 28'139 CHF | 71.12% | 71.12% |