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% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'127 CHF | 101'127 CHF | 98.15% | 98.15% |
19.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'136 CHF | 101'137 CHF | 93.72% | 93.72% |
18.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'254 CHF | 101'254 CHF | 69.90% | 69.90% |
15.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'114 CHF | 101'114 CHF | 88.18% | 88.18% |
14.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'186 CHF | 101'186 CHF | 63.20% | 63.20% |
13.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'594 CHF | 100'596 CHF | 75.52% | 75.52% |
12.11.2024 | 1.00% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'694 CHF | 100'692 CHF | 50.34% | 50.34% |
11.11.2024 | 1.00% | 99.85 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'005 CHF | 101'007 CHF | 81.45% | 81.45% |
08.11.2024 | 1.00% | 99.95 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'066 CHF | 101'068 CHF | 86.87% | 86.87% |
07.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'238 CHF | 101'238 CHF | 99.16% | 99.16% |