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 | 0.75% | 102.80 % | 103.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'904 CHF | 103'683 CHF | 99.18% | 99.18% |
19.11.2024 | 0.76% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'893 CHF | 103'681 CHF | 99.99% | 99.99% |
18.11.2024 | 0.74% | 103.20 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'129 CHF | 103'892 CHF | 98.49% | 98.49% |
15.11.2024 | 0.74% | 103.30 % | 104.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'359 CHF | 104'130 CHF | 98.24% | 98.24% |
14.11.2024 | 0.75% | 103.60 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'371 CHF | 104'147 CHF | 94.67% | 94.67% |
13.11.2024 | 0.76% | 103.10 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'041 CHF | 103'829 CHF | 97.91% | 97.91% |
12.11.2024 | 0.74% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'109 CHF | 103'879 CHF | 52.45% | 52.45% |
11.11.2024 | 0.75% | 103.10 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'129 CHF | 103'903 CHF | 99.85% | 99.85% |
08.11.2024 | 0.74% | 102.90 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'108 CHF | 103'875 CHF | 54.74% | 54.74% |
07.11.2024 | 0.75% | 103.50 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'507 CHF | 104'289 CHF | 93.86% | 93.86% |