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% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'511 CHF | 102'269 CHF | 99.64% | 99.64% |
19.11.2024 | 0.76% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'622 CHF | 101'390 CHF | 96.67% | 96.67% |
18.11.2024 | 0.75% | 100.80 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'681 CHF | 101'436 CHF | 99.27% | 99.27% |
15.11.2024 | 0.75% | 100.80 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'903 CHF | 101'659 CHF | 95.90% | 95.90% |
14.11.2024 | 0.75% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'014 CHF | 101'775 CHF | 99.18% | 99.18% |
13.11.2024 | 0.75% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'182 CHF | 101'946 CHF | 97.56% | 97.56% |
12.11.2024 | 0.74% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'554 CHF | 102'308 CHF | 99.54% | 99.54% |
11.11.2024 | 0.75% | 101.90 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'954 CHF | 102'721 CHF | 99.83% | 99.83% |
08.11.2024 | 0.75% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'589 CHF | 102'353 CHF | 53.82% | 53.82% |
07.11.2024 | 0.75% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'628 CHF | 102'391 CHF | 98.22% | 98.22% |