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 | 0.75% | 103.00 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'206 CHF | 103'979 CHF | 98.83% | 98.83% |
19.11.2024 | 0.76% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'514 CHF | 103'295 CHF | 95.53% | 95.53% |
18.11.2024 | 0.75% | 102.70 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'547 CHF | 103'320 CHF | 97.98% | 97.98% |
15.11.2024 | 0.74% | 102.70 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'785 CHF | 103'550 CHF | 94.49% | 94.49% |
14.11.2024 | 0.75% | 102.90 % | 103.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'913 CHF | 103'688 CHF | 98.97% | 98.97% |
13.11.2024 | 0.75% | 103.10 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'102 CHF | 103'879 CHF | 96.35% | 96.35% |
12.11.2024 | 0.75% | 103.20 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'478 CHF | 104'258 CHF | 98.40% | 98.40% |
11.11.2024 | 0.75% | 103.80 % | 104.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'853 CHF | 104'636 CHF | 98.58% | 98.58% |
08.11.2024 | 0.75% | 103.50 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'485 CHF | 104'264 CHF | 52.49% | 52.49% |
07.11.2024 | 0.75% | 103.60 % | 104.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'582 CHF | 104'361 CHF | 97.10% | 97.10% |