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% | 102.40 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'468 CHF | 103'231 CHF | 99.28% | 99.28% |
19.11.2024 | 0.77% | 102.30 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'264 CHF | 103'055 CHF | 98.46% | 98.46% |
18.11.2024 | 0.77% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'405 CHF | 103'193 CHF | 99.48% | 99.48% |
15.11.2024 | 0.77% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'633 CHF | 103'428 CHF | 98.47% | 98.47% |
14.11.2024 | 0.76% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'697 CHF | 103'480 CHF | 99.22% | 99.22% |
13.11.2024 | 0.72% | 102.60 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'559 CHF | 103'301 CHF | 96.29% | 96.29% |
12.11.2024 | 0.75% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'684 CHF | 103'456 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.70 % | 103.50 % | 100'000 | 100'000 | 97'467 | 97'467 | 100'091 CHF | 100'879 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 102.60 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'585 CHF | 103'368 CHF | 53.01% | 53.01% |
07.11.2024 | 0.75% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'667 CHF | 103'445 CHF | 97.44% | 97.44% |