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 | 0.79% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'300 CHF | 89.78% | 89.78% |
19.11.2024 | 0.74% | 101.50 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'253 CHF | 98.83% | 98.83% |
18.11.2024 | 0.78% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'300 CHF | 98.58% | 98.58% |
15.11.2024 | 0.79% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'300 CHF | 98.28% | 98.28% |
14.11.2024 | 0.75% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'261 CHF | 97.08% | 97.08% |
13.11.2024 | 0.69% | 101.50 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'200 CHF | 96.08% | 96.08% |
12.11.2024 | 0.79% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'300 CHF | 98.02% | 98.02% |
11.11.2024 | 0.89% | 101.60 % | 102.30 % | 100'000 | 100'000 | 82'511 | 82'511 | 83'779 CHF | 84'462 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'300 CHF | 55.18% | 55.18% |
07.11.2024 | 1.02% | 101.60 % | 102.30 % | 100'000 | 100'000 | 72'165 | 72'165 | 73'236 CHF | 73'911 CHF | 94.66% | 94.66% |