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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.11.2024 | 0.87% | 99.90 % | 100.70 % | 100'000 | 100'000 | 88'763 | 88'763 | 88'674 CHF | 89'407 CHF | 75.70% | 75.70% |
27.11.2024 | 0.75% | 99.50 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'697 CHF | 101'450 CHF | 76.60% | 76.60% |
26.11.2024 | 0.75% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'469 CHF | 101'225 CHF | 69.11% | 69.11% |
25.11.2024 | 0.76% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'405 CHF | 101'170 CHF | 65.48% | 65.48% |
22.11.2024 | 0.76% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'165 CHF | 100'927 CHF | 86.76% | 86.76% |
20.11.2024 | 0.75% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'681 CHF | 100'430 CHF | 98.29% | 98.29% |
19.11.2024 | 0.75% | 99.60 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'424 CHF | 100'172 CHF | 59.38% | 59.38% |
18.11.2024 | 0.75% | 99.40 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'216 CHF | 99'963 CHF | 88.19% | 88.19% |
15.11.2024 | 0.75% | 99.30 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'094 CHF | 100'850 CHF | 92.18% | 92.18% |
14.11.2024 | 0.75% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'208 CHF | 101'973 CHF | 98.09% | 98.09% |