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 | 0.73% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'056 CHF | 101'800 CHF | 98.82% | 98.82% |
19.11.2024 | 0.69% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'800 CHF | 99.94% | 99.94% |
18.11.2024 | 0.69% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'800 CHF | 97.52% | 97.52% |
15.11.2024 | 0.78% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'896 CHF | 98.38% | 98.38% |
14.11.2024 | 0.76% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'872 CHF | 99.57% | 99.57% |
13.11.2024 | 0.69% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'096 CHF | 101'800 CHF | 98.18% | 98.18% |
12.11.2024 | 0.69% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'800 CHF | 99.36% | 99.36% |
11.11.2024 | 0.70% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'807 CHF | 93.97% | 93.97% |
08.11.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'800 CHF | 54.91% | 54.91% |
07.11.2024 | 0.72% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'100 CHF | 101'834 CHF | 95.24% | 95.24% |