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 | 100'116 CHF | 101'116 CHF | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.95 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'069 CHF | 101'071 CHF | 93.72% | 93.72% |
18.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'200 CHF | 101'200 CHF | 79.60% | 79.60% |
15.11.2024 | 0.99% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'123 CHF | 101'123 CHF | 88.13% | 88.13% |
14.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'295 CHF | 101'295 CHF | 63.42% | 63.42% |
13.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'267 CHF | 101'267 CHF | 75.36% | 75.36% |
12.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'265 CHF | 101'265 CHF | 49.60% | 49.60% |
11.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'372 CHF | 101'372 CHF | 64.16% | 64.16% |
08.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'343 CHF | 101'343 CHF | 86.82% | 86.82% |
07.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'350 CHF | 101'350 CHF | 99.16% | 99.16% |