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% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'892 CHF | 101'674 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'916 CHF | 101'694 CHF | 99.99% | 99.99% |
18.11.2024 | 0.75% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'005 CHF | 101'770 CHF | 99.46% | 99.46% |
15.11.2024 | 0.74% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'140 CHF | 101'889 CHF | 98.55% | 98.55% |
14.11.2024 | 0.74% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'131 CHF | 101'887 CHF | 94.67% | 94.67% |
13.11.2024 | 0.76% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'939 CHF | 101'708 CHF | 98.17% | 98.17% |
12.11.2024 | 0.77% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'031 CHF | 101'809 CHF | 52.45% | 52.45% |
11.11.2024 | 0.75% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'032 CHF | 101'796 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'058 CHF | 101'829 CHF | 55.04% | 55.04% |
07.11.2024 | 0.74% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'323 CHF | 102'076 CHF | 94.17% | 94.17% |