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 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'307 CHF | 101'307 CHF | 98.15% | 98.15% |
19.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'143 CHF | 101'143 CHF | 93.71% | 93.71% |
18.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'202 CHF | 101'202 CHF | 77.56% | 77.56% |
15.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'195 CHF | 101'195 CHF | 93.66% | 93.66% |
14.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'272 CHF | 101'272 CHF | 63.12% | 63.12% |
13.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'105 CHF | 101'105 CHF | 75.08% | 75.08% |
12.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'339 CHF | 101'339 CHF | 51.55% | 51.55% |
11.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'473 CHF | 101'473 CHF | 81.05% | 81.05% |
08.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'236 CHF | 101'236 CHF | 86.85% | 86.85% |
07.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'465 CHF | 101'465 CHF | 99.16% | 99.16% |