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% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'521 CHF | 101'521 CHF | 98.15% | 98.15% |
19.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'320 CHF | 101'320 CHF | 93.72% | 93.72% |
18.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'275 CHF | 101'276 CHF | 80.19% | 80.19% |
15.11.2024 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'121 CHF | 101'125 CHF | 88.39% | 88.39% |
14.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'190 CHF | 101'190 CHF | 63.42% | 63.42% |
13.11.2024 | 0.99% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'974 CHF | 100'972 CHF | 75.37% | 75.37% |
12.11.2024 | 0.99% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'052 CHF | 101'050 CHF | 50.33% | 50.33% |
11.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'479 CHF | 101'479 CHF | 77.66% | 77.66% |
08.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'067 CHF | 101'065 CHF | 86.78% | 86.78% |
07.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'430 CHF | 101'430 CHF | 99.16% | 99.16% |