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 | 0.76% | 99.90 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'087 CHF | 100'851 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 99.90 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'902 CHF | 100'660 CHF | 99.92% | 99.92% |
18.11.2024 | 0.75% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'955 CHF | 100'711 CHF | 90.86% | 90.86% |
15.11.2024 | 0.75% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'286 CHF | 101'043 CHF | 98.45% | 98.45% |
14.11.2024 | 0.76% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'225 CHF | 100'988 CHF | 96.08% | 96.08% |
13.11.2024 | 0.75% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'066 CHF | 100'819 CHF | 82.26% | 82.26% |
12.11.2024 | 0.77% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'582 CHF | 101'357 CHF | 74.30% | 74.30% |
11.11.2024 | 0.78% | 100.40 % | 101.20 % | 100'000 | 100'000 | 96'661 | 96'661 | 97'172 CHF | 97'916 CHF | 74.49% | 74.49% |
08.11.2024 | 0.74% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'245 CHF | 100'992 CHF | 54.47% | 54.47% |
07.11.2024 | 0.75% | 100.40 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'386 CHF | 101'144 CHF | 97.39% | 97.39% |