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 | 0.75% | 99.15 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'392 CHF | 100'145 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 99.30 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'298 CHF | 100'045 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 99.55 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'569 CHF | 100'320 CHF | 99.51% | 99.51% |
15.11.2024 | 0.74% | 99.70 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'799 CHF | 100'545 CHF | 98.56% | 98.56% |
14.11.2024 | 0.73% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'226 CHF | 100'961 CHF | 99.24% | 99.24% |
13.11.2024 | 0.76% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'395 CHF | 101'157 CHF | 98.33% | 98.33% |
12.11.2024 | 0.75% | 100.30 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'331 CHF | 101'082 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'508 CHF | 101'291 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 100.30 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'302 CHF | 101'052 CHF | 55.19% | 55.19% |
07.11.2024 | 0.74% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'465 CHF | 101'215 CHF | 97.48% | 97.48% |