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 | 0.70% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'678 CHF | 103'400 CHF | 98.46% | 98.46% |
19.11.2024 | 0.72% | 102.60 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'557 CHF | 103'302 CHF | 95.49% | 95.49% |
18.11.2024 | 0.77% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'503 CHF | 103'300 CHF | 98.06% | 98.06% |
15.11.2024 | 0.78% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'600 CHF | 103'400 CHF | 94.37% | 94.37% |
14.11.2024 | 0.78% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'600 CHF | 103'400 CHF | 98.91% | 98.91% |
13.11.2024 | 0.69% | 102.70 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'693 CHF | 103'406 CHF | 96.04% | 96.04% |
12.11.2024 | 0.78% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'701 CHF | 103'500 CHF | 98.08% | 98.08% |
11.11.2024 | 0.78% | 102.80 % | 103.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'800 CHF | 103'600 CHF | 98.38% | 98.38% |
08.11.2024 | 0.78% | 102.80 % | 103.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'800 CHF | 103'600 CHF | 52.36% | 52.36% |
07.11.2024 | 0.76% | 102.80 % | 103.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'811 CHF | 103'600 CHF | 96.89% | 96.89% |