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% | 103.60 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'600 CHF | 104'397 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 103.50 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'510 CHF | 104'296 CHF | 99.99% | 99.99% |
18.11.2024 | 0.74% | 103.50 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'531 CHF | 104'303 CHF | 99.44% | 99.44% |
15.11.2024 | 0.75% | 103.50 % | 104.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'349 CHF | 104'130 CHF | 98.48% | 98.48% |
14.11.2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.74% | 103.40 % | 104.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'353 CHF | 104'123 CHF | 97.50% | 97.50% |
12.11.2024 | 0.75% | 103.20 % | 104.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'292 CHF | 104'073 CHF | 96.80% | 96.80% |
11.11.2024 | 0.77% | 103.40 % | 104.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'435 CHF | 104'230 CHF | 99.56% | 99.56% |
08.11.2024 | 0.74% | 103.50 % | 104.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'435 CHF | 104'200 CHF | 55.11% | 55.11% |
07.11.2024 | 0.77% | 103.60 % | 104.30 % | 100'000 | 100'000 | 98'019 | 98'019 | 101'538 CHF | 102'309 CHF | 97.77% | 97.77% |