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% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'673 CHF | 101'673 CHF | 98.15% | 98.15% |
19.11.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'609 CHF | 101'609 CHF | 93.72% | 93.72% |
18.11.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'735 CHF | 101'735 CHF | 80.76% | 80.76% |
15.11.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'897 CHF | 101'897 CHF | 92.84% | 92.84% |
14.11.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'921 CHF | 101'921 CHF | 63.20% | 63.20% |
13.11.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'894 CHF | 101'894 CHF | 75.54% | 75.54% |
12.11.2024 | 0.98% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'051 CHF | 102'051 CHF | 50.30% | 50.30% |
11.11.2024 | 0.99% | 101.00 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'017 CHF | 102'017 CHF | 81.45% | 81.45% |
08.11.2024 | 0.98% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'097 CHF | 102'097 CHF | 86.78% | 86.78% |
07.11.2024 | 0.99% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'997 CHF | 101'997 CHF | 99.16% | 99.16% |