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% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'074 CHF | 101'823 CHF | 90.80% | 90.80% |
19.11.2024 | 0.76% | 100.90 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'712 CHF | 101'479 CHF | 19.10% | 19.10% |
18.11.2024 | 0.76% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'250 CHF | 102'026 CHF | 90.00% | 90.00% |
15.11.2024 | 0.73% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'314 CHF | 102'058 CHF | 97.07% | 97.07% |
14.11.2024 | 0.75% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'462 CHF | 102'226 CHF | 93.11% | 93.11% |
13.11.2024 | 0.75% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'180 CHF | 101'937 CHF | 96.84% | 96.84% |
12.11.2024 | 0.76% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'616 CHF | 102'389 CHF | 97.47% | 97.47% |
11.11.2024 | 0.77% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'682 CHF | 102'471 CHF | 74.41% | 74.41% |
08.11.2024 | 0.76% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'534 CHF | 102'306 CHF | 54.74% | 54.74% |
07.11.2024 | 0.76% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'449 CHF | 102'221 CHF | 96.72% | 96.72% |