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% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'097 CHF | 101'848 CHF | 99.88% | 99.88% |
19.11.2024 | 0.76% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'961 CHF | 101'729 CHF | 84.97% | 84.97% |
18.11.2024 | 0.74% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'911 CHF | 101'657 CHF | 78.69% | 78.69% |
15.11.2024 | 0.74% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'002 CHF | 101'749 CHF | 98.23% | 98.23% |
14.11.2024 | 0.76% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'047 CHF | 101'817 CHF | 98.73% | 98.73% |
13.11.2024 | 0.75% | 100.80 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'751 CHF | 101'510 CHF | 97.67% | 97.67% |
12.11.2024 | 0.75% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'023 CHF | 101'780 CHF | 99.90% | 99.90% |
11.11.2024 | 0.74% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'580 CHF | 102'333 CHF | 96.56% | 96.56% |
08.11.2024 | 0.74% | 101.50 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'477 CHF | 102'235 CHF | 53.21% | 53.21% |
07.11.2024 | 0.75% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'816 CHF | 102'578 CHF | 71.36% | 71.36% |