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 | 0.77% | 102.30 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'312 CHF | 103'100 CHF | 98.82% | 98.82% |
19.11.2024 | 0.75% | 102.30 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'330 CHF | 103'100 CHF | 99.94% | 99.94% |
18.11.2024 | 0.78% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'400 CHF | 103'199 CHF | 97.48% | 97.48% |
15.11.2024 | 0.77% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'400 CHF | 103'193 CHF | 98.47% | 98.47% |
14.11.2024 | 0.75% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'335 CHF | 103'101 CHF | 99.57% | 99.57% |
13.11.2024 | 0.72% | 102.20 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'174 CHF | 102'908 CHF | 98.18% | 98.18% |
12.11.2024 | 0.74% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'169 CHF | 102'928 CHF | 99.36% | 99.36% |
11.11.2024 | 0.70% | 102.30 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'300 CHF | 103'015 CHF | 95.09% | 95.09% |
08.11.2024 | 0.68% | 102.20 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'200 CHF | 102'900 CHF | 54.90% | 54.90% |
07.11.2024 | 0.77% | 102.30 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'300 CHF | 103'088 CHF | 95.24% | 95.24% |