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 | 0.72% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'900 CHF | 103'648 CHF | 70.70% | 70.70% |
19.11.2024 | 0.76% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'862 CHF | 103'644 CHF | 18.47% | 18.47% |
18.11.2024 | 0.71% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'900 CHF | 103'630 CHF | 88.44% | 88.44% |
15.11.2024 | 0.77% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'900 CHF | 103'700 CHF | 96.86% | 96.86% |
14.11.2024 | 0.77% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'000 CHF | 103'800 CHF | 92.90% | 92.90% |
13.11.2024 | 0.75% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'900 CHF | 103'675 CHF | 96.86% | 96.86% |
12.11.2024 | 0.77% | 103.00 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'000 CHF | 103'798 CHF | 97.47% | 97.47% |
11.11.2024 | 0.70% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'975 CHF | 103'700 CHF | 71.91% | 71.91% |
08.11.2024 | 0.77% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'000 CHF | 103'800 CHF | 54.74% | 54.74% |
07.11.2024 | 0.74% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'990 CHF | 103'759 CHF | 96.05% | 96.05% |