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 | 0.79% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'500 CHF | 101'300 CHF | 39.07% | 39.07% |
19.11.2024 | 0.79% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'402 CHF | 101'200 CHF | 79.93% | 79.93% |
18.11.2024 | 0.79% | 100.40 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'400 CHF | 101'194 CHF | 99.34% | 99.34% |
15.11.2024 | 0.76% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'431 CHF | 101'200 CHF | 84.23% | 84.23% |
14.11.2024 | 0.79% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'400 CHF | 101'200 CHF | 99.44% | 99.44% |
13.11.2024 | 0.73% | 100.40 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'400 CHF | 101'139 CHF | 97.74% | 97.74% |
12.11.2024 | 0.70% | 100.30 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'447 CHF | 101'154 CHF | 99.53% | 99.53% |
11.11.2024 | 0.75% | 100.50 % | 101.20 % | 100'000 | 100'000 | 97'404 | 97'404 | 97'865 CHF | 98'591 CHF | 98.55% | 98.55% |
08.11.2024 | 0.77% | 100.30 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'289 CHF | 101'066 CHF | 51.93% | 51.93% |
07.11.2024 | 0.70% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'597 CHF | 101'302 CHF | 95.14% | 95.14% |