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% | 103.70 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'763 CHF | 104'512 CHF | 99.28% | 99.28% |
19.11.2024 | 0.76% | 103.70 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'646 CHF | 104'440 CHF | 98.46% | 98.46% |
18.11.2024 | 0.76% | 103.70 % | 104.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'705 CHF | 104'500 CHF | 99.45% | 99.45% |
15.11.2024 | 0.75% | 103.90 % | 104.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'905 CHF | 104'687 CHF | 98.53% | 98.53% |
14.11.2024 | 0.75% | 104.00 % | 104.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'918 CHF | 104'700 CHF | 99.22% | 99.22% |
13.11.2024 | 0.71% | 103.90 % | 104.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'861 CHF | 104'601 CHF | 96.34% | 96.34% |
12.11.2024 | 0.76% | 103.90 % | 104.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'910 CHF | 104'700 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 103.90 % | 104.70 % | 100'000 | 100'000 | 97'467 | 97'467 | 101'273 CHF | 102'056 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 103.90 % | 104.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'900 CHF | 104'699 CHF | 53.06% | 53.06% |
07.11.2024 | 0.75% | 104.00 % | 104.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'963 CHF | 104'743 CHF | 97.35% | 97.35% |