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% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'818 CHF | 101'818 CHF | 98.15% | 98.15% |
19.11.2024 | 0.99% | 100.50 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'361 CHF | 101'361 CHF | 93.69% | 93.69% |
18.11.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'757 CHF | 101'757 CHF | 74.75% | 74.75% |
15.11.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'946 CHF | 101'946 CHF | 91.92% | 91.92% |
14.11.2024 | 0.99% | 101.00 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'931 CHF | 101'931 CHF | 65.64% | 65.64% |
13.11.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'746 CHF | 101'746 CHF | 73.45% | 73.45% |
12.11.2024 | 0.98% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'200 CHF | 102'200 CHF | 51.59% | 51.59% |
11.11.2024 | 0.98% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'696 CHF | 102'696 CHF | 80.41% | 80.41% |
08.11.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'295 CHF | 102'295 CHF | 86.84% | 86.84% |
07.11.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'461 CHF | 102'461 CHF | 99.16% | 99.16% |