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% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'787 CHF | 101'549 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'631 CHF | 101'397 CHF | 99.92% | 99.92% |
18.11.2024 | 0.76% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'671 CHF | 101'438 CHF | 90.93% | 90.93% |
15.11.2024 | 0.75% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'942 CHF | 101'700 CHF | 98.53% | 98.53% |
14.11.2024 | 0.75% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'886 CHF | 101'646 CHF | 96.08% | 96.08% |
13.11.2024 | 0.76% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'750 CHF | 101'514 CHF | 82.39% | 82.39% |
12.11.2024 | 0.76% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'170 CHF | 101'939 CHF | 74.36% | 74.36% |
11.11.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 96'661 | 96'661 | 97'725 CHF | 98'482 CHF | 74.49% | 74.49% |
08.11.2024 | 0.75% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'887 CHF | 101'646 CHF | 54.53% | 54.53% |
07.11.2024 | 0.76% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'028 CHF | 101'799 CHF | 97.45% | 97.45% |