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% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'430 CHF | 101'230 CHF | 98.59% | 98.59% |
19.11.2024 | 0.79% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'710 CHF | 101'510 CHF | 99.90% | 99.90% |
18.11.2024 | 0.79% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'087 CHF | 101'887 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'121 CHF | 101'921 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'157 CHF | 101'957 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'062 CHF | 101'862 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'820 CHF | 102'620 CHF | 100.00% | 100.00% |
11.11.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'661 CHF | 102'661 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'285 CHF | 102'285 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'318 CHF | 102'118 CHF | 99.23% | 99.23% |