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% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'396 CHF | 102'154 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'904 CHF | 101'660 CHF | 97.59% | 97.59% |
18.11.2024 | 0.76% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'657 CHF | 101'421 CHF | 99.36% | 99.36% |
15.11.2024 | 0.75% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'519 CHF | 102'282 CHF | 97.19% | 97.19% |
14.11.2024 | 0.75% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'647 CHF | 103'418 CHF | 99.44% | 99.44% |
13.11.2024 | 0.75% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'452 CHF | 103'224 CHF | 97.75% | 97.75% |
12.11.2024 | 0.75% | 102.80 % | 103.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'725 CHF | 103'496 CHF | 98.50% | 98.50% |
11.11.2024 | 0.76% | 102.70 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'654 CHF | 103'435 CHF | 57.41% | 57.41% |
08.11.2024 | 0.75% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'379 CHF | 103'148 CHF | 55.07% | 55.07% |
07.11.2024 | 0.74% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'987 CHF | 102'749 CHF | 95.19% | 95.19% |