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% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'754 CHF | 101'754 CHF | 96.83% | 96.83% |
25.11.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'877 CHF | 101'877 CHF | 98.11% | 98.11% |
22.11.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'829 CHF | 101'829 CHF | 99.91% | 99.91% |
20.11.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'829 CHF | 101'829 CHF | 98.15% | 98.15% |
19.11.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'862 CHF | 101'862 CHF | 93.72% | 93.72% |
18.11.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'858 CHF | 101'858 CHF | 70.79% | 70.79% |
15.11.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'856 CHF | 101'856 CHF | 88.14% | 88.14% |
14.11.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'824 CHF | 101'824 CHF | 63.17% | 63.17% |
13.11.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'665 CHF | 101'665 CHF | 75.54% | 75.54% |
12.11.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'720 CHF | 101'720 CHF | 49.62% | 49.62% |