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% | 100.10 % | 100.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'096 CHF | 50'496 CHF | 97.95% | 97.95% |
19.11.2024 | 1.00% | 99.90 % | 100.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'931 CHF | 50'431 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 100.20 % | 101.20 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'056 CHF | 50'556 CHF | 99.05% | 99.05% |
15.11.2024 | 0.80% | 99.90 % | 100.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'994 CHF | 50'394 CHF | 99.38% | 99.38% |
14.11.2024 | 0.79% | 100.40 % | 101.20 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'165 CHF | 50'565 CHF | 99.92% | 99.92% |
13.11.2024 | 1.00% | 99.90 % | 100.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'988 CHF | 50'488 CHF | 99.89% | 99.89% |
12.11.2024 | 0.99% | 100.00 % | 101.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'032 CHF | 50'532 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.20 % | 101.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'100 CHF | 50'500 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.00 % | 100.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'010 CHF | 50'410 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.20 % | 101.20 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'072 CHF | 50'572 CHF | 99.76% | 99.76% |