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 | 99'881 CHF | 100'883 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'349 CHF | 100'347 CHF | 93.69% | 93.69% |
18.11.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'634 CHF | 101'634 CHF | 74.11% | 74.11% |
15.11.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'986 CHF | 101'986 CHF | 91.63% | 91.63% |
14.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'190 CHF | 101'190 CHF | 29.92% | 29.92% |
13.11.2024 | 1.01% | 98.05 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'096 CHF | 99'096 CHF | 62.04% | 62.04% |
12.11.2024 | 1.01% | 97.85 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'401 CHF | 99'401 CHF | 51.94% | 51.94% |
11.11.2024 | 1.00% | 99.25 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'142 CHF | 100'141 CHF | 78.73% | 78.73% |
08.11.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'358 CHF | 99'358 CHF | 86.81% | 86.81% |
07.11.2024 | 1.01% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'553 CHF | 99'553 CHF | 99.16% | 99.16% |