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 | 1.77% | 100.80 % | 102.60 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'080 CHF | 10'260 CHF | 97.94% | 97.94% |
19.11.2024 | 1.77% | 100.90 % | 102.70 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'090 CHF | 10'270 CHF | 100.00% | 100.00% |
18.11.2024 | 1.77% | 100.80 % | 102.60 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'080 CHF | 10'260 CHF | 99.93% | 99.93% |
15.11.2024 | 1.77% | 100.90 % | 102.70 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'090 CHF | 10'270 CHF | 99.38% | 99.38% |
14.11.2024 | 1.77% | 100.80 % | 102.60 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'076 CHF | 10'256 CHF | 99.92% | 99.92% |
13.11.2024 | 1.77% | 100.60 % | 102.40 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'061 CHF | 10'241 CHF | 99.89% | 99.89% |
12.11.2024 | 1.77% | 100.80 % | 102.60 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'090 CHF | 10'270 CHF | 100.00% | 100.00% |
11.11.2024 | 1.77% | 100.70 % | 102.50 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'072 CHF | 10'252 CHF | 100.00% | 100.00% |
08.11.2024 | 1.77% | 100.60 % | 102.40 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'063 CHF | 10'243 CHF | 100.00% | 100.00% |
07.11.2024 | 1.78% | 100.50 % | 102.30 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'050 CHF | 10'230 CHF | 99.76% | 99.76% |