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% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'267 CHF | 102'019 CHF | 98.77% | 98.77% |
19.11.2024 | 0.75% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'383 CHF | 101'138 CHF | 95.49% | 95.49% |
18.11.2024 | 0.75% | 100.60 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'473 CHF | 101'225 CHF | 97.95% | 97.95% |
15.11.2024 | 0.77% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'728 CHF | 101'502 CHF | 94.44% | 94.44% |
14.11.2024 | 0.76% | 100.90 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'914 CHF | 101'683 CHF | 98.93% | 98.93% |
13.11.2024 | 0.75% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'141 CHF | 101'903 CHF | 96.30% | 96.30% |
12.11.2024 | 0.75% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'616 CHF | 102'383 CHF | 98.34% | 98.34% |
11.11.2024 | 0.75% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'139 CHF | 102'910 CHF | 98.52% | 98.52% |
08.11.2024 | 0.74% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'667 CHF | 102'423 CHF | 52.43% | 52.43% |
07.11.2024 | 0.75% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'757 CHF | 102'527 CHF | 97.05% | 97.05% |