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 | 0.98% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'571 CHF | 102'571 CHF | 98.15% | 98.15% |
19.11.2024 | 0.98% | 101.20 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'056 CHF | 102'056 CHF | 93.69% | 93.69% |
18.11.2024 | 0.97% | 102.00 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'071 CHF | 103'071 CHF | 74.00% | 74.00% |
15.11.2024 | 0.97% | 102.50 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'703 CHF | 103'703 CHF | 91.72% | 91.72% |
14.11.2024 | 0.97% | 102.90 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'833 CHF | 103'833 CHF | 63.63% | 63.63% |
13.11.2024 | 0.98% | 101.90 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'979 CHF | 102'979 CHF | 74.78% | 74.78% |
12.11.2024 | 0.97% | 101.80 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'439 CHF | 103'439 CHF | 52.01% | 52.01% |
11.11.2024 | 0.97% | 103.20 % | 104.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'104 CHF | 104'104 CHF | 78.77% | 78.77% |
08.11.2024 | 0.97% | 102.40 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'485 CHF | 103'485 CHF | 87.01% | 87.01% |
07.11.2024 | 0.97% | 102.70 % | 103.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'562 CHF | 103'562 CHF | 99.16% | 99.16% |