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 | 0.97% | 102.60 % | 103.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'620 CHF | 103'620 CHF | 98.15% | 98.15% |
19.11.2024 | 0.97% | 102.50 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'526 CHF | 103'526 CHF | 93.72% | 93.72% |
18.11.2024 | 0.97% | 102.70 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'700 CHF | 103'700 CHF | 71.56% | 71.56% |
15.11.2024 | 0.97% | 102.70 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'797 CHF | 103'797 CHF | 92.81% | 92.81% |
14.11.2024 | 0.97% | 102.80 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'846 CHF | 103'846 CHF | 63.20% | 63.20% |
13.11.2024 | 0.97% | 102.80 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'815 CHF | 103'815 CHF | 75.54% | 75.54% |
12.11.2024 | 0.97% | 102.90 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'961 CHF | 103'961 CHF | 50.29% | 50.29% |
11.11.2024 | 0.97% | 103.00 % | 104.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'069 CHF | 104'069 CHF | 78.89% | 78.89% |
08.11.2024 | 0.97% | 103.00 % | 104.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'997 CHF | 103'997 CHF | 86.77% | 86.77% |
07.11.2024 | 0.97% | 103.10 % | 104.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'053 CHF | 104'053 CHF | 99.16% | 99.16% |