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% | 99.65 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'681 CHF | 100'430 CHF | 98.29% | 98.29% |
19.11.2024 | 0.75% | 99.60 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'424 CHF | 100'172 CHF | 59.38% | 59.38% |
18.11.2024 | 0.75% | 99.40 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'216 CHF | 99'963 CHF | 88.19% | 88.19% |
15.11.2024 | 0.75% | 99.30 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'094 CHF | 100'850 CHF | 92.18% | 92.18% |
14.11.2024 | 0.75% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'208 CHF | 101'973 CHF | 98.09% | 98.09% |
13.11.2024 | 0.75% | 101.20 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'991 CHF | 101'754 CHF | 95.25% | 95.25% |
12.11.2024 | 0.76% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'069 CHF | 95.05% | 95.05% |
11.11.2024 | 0.74% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'283 CHF | 102'036 CHF | 55.70% | 55.70% |
08.11.2024 | 0.74% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'071 CHF | 101'826 CHF | 53.22% | 53.22% |
07.11.2024 | 0.75% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'825 CHF | 101'585 CHF | 92.76% | 92.76% |