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 | 0.76% | 103.40 % | 104.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'463 CHF | 104'247 CHF | 89.78% | 89.78% |
19.11.2024 | 0.75% | 103.20 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'264 CHF | 104'042 CHF | 98.83% | 98.83% |
18.11.2024 | 0.75% | 103.10 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'790 CHF | 103'567 CHF | 98.56% | 98.56% |
15.11.2024 | 0.74% | 102.30 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'231 CHF | 102'995 CHF | 98.26% | 98.26% |
14.11.2024 | 0.75% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'722 CHF | 102'485 CHF | 97.08% | 97.08% |
13.11.2024 | 0.75% | 102.00 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'969 CHF | 102'737 CHF | 96.06% | 96.06% |
12.11.2024 | 0.75% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'148 CHF | 102'914 CHF | 98.02% | 98.02% |
11.11.2024 | 0.92% | 102.80 % | 103.50 % | 100'000 | 100'000 | 82'511 | 82'511 | 84'854 CHF | 85'581 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 101.50 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'456 CHF | 102'221 CHF | 55.16% | 55.16% |
07.11.2024 | 1.02% | 101.90 % | 102.60 % | 100'000 | 100'000 | 72'168 | 72'168 | 73'492 CHF | 74'185 CHF | 94.64% | 94.64% |