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% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'417 CHF | 101'184 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 100.40 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'272 CHF | 101'046 CHF | 99.99% | 99.99% |
18.11.2024 | 0.75% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'901 CHF | 100'656 CHF | 99.28% | 99.28% |
15.11.2024 | 0.75% | 99.80 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'858 CHF | 100'607 CHF | 98.32% | 98.32% |
14.11.2024 | 0.75% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'199 CHF | 100'949 CHF | 98.83% | 98.83% |
13.11.2024 | 0.75% | 100.10 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'205 CHF | 100'963 CHF | 90.71% | 90.71% |
12.11.2024 | 0.76% | 100.70 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'711 CHF | 101'480 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'909 CHF | 101'665 CHF | 99.77% | 99.77% |
08.11.2024 | 0.74% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'657 CHF | 101'400 CHF | 54.98% | 54.98% |
07.11.2024 | 0.76% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'550 CHF | 101'315 CHF | 97.56% | 97.56% |