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 | 0.80% | 99.30 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'435 CHF | 100'235 CHF | 98.58% | 98.58% |
19.11.2024 | 0.80% | 99.40 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'401 CHF | 100'201 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'119 CHF | 100'119 CHF | 99.93% | 99.93% |
15.11.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'572 CHF | 100'572 CHF | 99.38% | 99.38% |
14.11.2024 | 0.80% | 99.90 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'779 CHF | 100'579 CHF | 99.92% | 99.92% |
13.11.2024 | 0.80% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'683 CHF | 100'483 CHF | 99.89% | 99.89% |
12.11.2024 | 0.99% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'111 CHF | 101'111 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'078 CHF | 101'078 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.90 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'920 CHF | 100'720 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'922 CHF | 100'722 CHF | 99.24% | 99.24% |