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 | 1.88% | 100.30 % | 102.20 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'151 CHF | 51'100 CHF | 98.58% | 98.58% |
19.11.2024 | 1.89% | 99.80 % | 101.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'896 CHF | 50'846 CHF | 100.00% | 100.00% |
18.11.2024 | 1.88% | 99.80 % | 101.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'939 CHF | 50'889 CHF | 100.00% | 100.00% |
15.11.2024 | 1.89% | 99.60 % | 101.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'861 CHF | 50'811 CHF | 100.00% | 100.00% |
14.11.2024 | 1.89% | 99.80 % | 101.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'792 CHF | 50'742 CHF | 100.00% | 100.00% |
13.11.2024 | 1.89% | 99.60 % | 101.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'792 CHF | 50'742 CHF | 100.00% | 100.00% |
12.11.2024 | 1.89% | 99.70 % | 101.60 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'909 CHF | 50'859 CHF | 100.00% | 100.00% |
11.11.2024 | 1.88% | 100.10 % | 102.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'048 CHF | 50'998 CHF | 100.00% | 100.00% |
08.11.2024 | 1.89% | 99.90 % | 101.80 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'839 CHF | 50'788 CHF | 100.00% | 100.00% |
07.11.2024 | 1.88% | 100.00 % | 101.90 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'980 CHF | 50'930 CHF | 99.23% | 99.23% |