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 | 0.78% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'600 CHF | 102'400 CHF | 39.07% | 39.07% |
19.11.2024 | 0.75% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'499 CHF | 102'267 CHF | 97.81% | 97.81% |
18.11.2024 | 0.71% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'496 CHF | 102'221 CHF | 99.50% | 99.50% |
15.11.2024 | 0.75% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'513 CHF | 102'278 CHF | 84.56% | 84.56% |
14.11.2024 | 0.78% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'294 CHF | 99.28% | 99.28% |
13.11.2024 | 0.75% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'439 CHF | 102'200 CHF | 64.43% | 64.43% |
12.11.2024 | 0.72% | 101.50 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'554 CHF | 102'287 CHF | 99.58% | 99.58% |
11.11.2024 | 0.80% | 101.60 % | 102.30 % | 100'000 | 100'000 | 97'399 | 97'399 | 98'876 CHF | 99'659 CHF | 98.34% | 98.34% |
08.11.2024 | 0.76% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'464 CHF | 102'240 CHF | 55.16% | 55.16% |
07.11.2024 | 0.70% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'785 CHF | 102'500 CHF | 95.78% | 95.78% |