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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'372 CHF | 101'372 CHF | 96.83% | 96.83% |
25.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'403 CHF | 101'403 CHF | 98.11% | 98.11% |
22.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'373 CHF | 101'373 CHF | 99.91% | 99.91% |
20.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'459 CHF | 101'459 CHF | 98.15% | 98.15% |
19.11.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'499 CHF | 101'499 CHF | 93.72% | 93.72% |
18.11.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'469 CHF | 101'469 CHF | 70.86% | 70.86% |
15.11.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'483 CHF | 101'483 CHF | 88.18% | 88.18% |
14.11.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'507 CHF | 101'507 CHF | 65.05% | 65.05% |
13.11.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'500 CHF | 74.74% | 74.74% |
12.11.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'624 CHF | 101'624 CHF | 49.66% | 49.66% |