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% | 100.70 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'868 CHF | 101'630 CHF | 98.82% | 98.82% |
19.11.2024 | 0.75% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'668 CHF | 101'427 CHF | 99.94% | 99.94% |
18.11.2024 | 0.75% | 100.80 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'610 CHF | 101'364 CHF | 97.56% | 97.56% |
15.11.2024 | 0.77% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'466 CHF | 101'240 CHF | 98.51% | 98.51% |
14.11.2024 | 0.76% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'058 CHF | 100'817 CHF | 99.57% | 99.57% |
13.11.2024 | 0.75% | 99.75 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'697 CHF | 100'443 CHF | 98.21% | 98.21% |
12.11.2024 | 0.75% | 99.35 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'688 CHF | 100'438 CHF | 99.36% | 99.36% |
11.11.2024 | 0.76% | 100.10 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'029 CHF | 100'789 CHF | 95.09% | 95.09% |
08.11.2024 | 0.75% | 99.50 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'536 CHF | 100'289 CHF | 54.94% | 54.94% |
07.11.2024 | 0.75% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'127 CHF | 100'881 CHF | 95.28% | 95.28% |