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 | 0.74% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'946 CHF | 101'697 CHF | 99.69% | 99.69% |
19.11.2024 | 0.76% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'852 CHF | 101'618 CHF | 70.53% | 70.53% |
18.11.2024 | 0.77% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'915 CHF | 101'698 CHF | 99.41% | 99.41% |
15.11.2024 | 0.78% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'000 CHF | 101'787 CHF | 98.52% | 98.52% |
14.11.2024 | 0.75% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'066 CHF | 101'830 CHF | 94.67% | 94.67% |
13.11.2024 | 0.79% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'902 CHF | 101'700 CHF | 98.14% | 98.14% |
12.11.2024 | 0.72% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'990 CHF | 101'715 CHF | 52.45% | 52.45% |
11.11.2024 | 0.73% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'987 CHF | 101'724 CHF | 98.86% | 98.86% |
08.11.2024 | 0.74% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'014 CHF | 101'765 CHF | 53.06% | 53.06% |
07.11.2024 | 0.74% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'157 CHF | 101'904 CHF | 94.12% | 94.12% |