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% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'160 CHF | 101'927 CHF | 99.64% | 99.64% |
19.11.2024 | 0.74% | 100.40 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'281 CHF | 101'025 CHF | 96.67% | 96.67% |
18.11.2024 | 0.75% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'329 CHF | 101'089 CHF | 99.23% | 99.23% |
15.11.2024 | 0.75% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'559 CHF | 101'314 CHF | 95.93% | 95.93% |
14.11.2024 | 0.75% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'660 CHF | 101'418 CHF | 99.18% | 99.18% |
13.11.2024 | 0.75% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'845 CHF | 101'606 CHF | 97.59% | 97.59% |
12.11.2024 | 0.75% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'225 CHF | 101'989 CHF | 99.54% | 99.54% |
11.11.2024 | 0.75% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'650 CHF | 102'416 CHF | 99.89% | 99.89% |
08.11.2024 | 0.75% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'291 CHF | 102'055 CHF | 53.82% | 53.82% |
07.11.2024 | 0.75% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'333 CHF | 102'101 CHF | 98.21% | 98.21% |