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% | 101.60 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'817 CHF | 102'592 CHF | 99.64% | 99.64% |
19.11.2024 | 0.75% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'580 CHF | 101'341 CHF | 96.67% | 96.67% |
18.11.2024 | 0.76% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'689 CHF | 101'457 CHF | 99.43% | 99.43% |
15.11.2024 | 0.74% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'981 CHF | 101'735 CHF | 96.07% | 96.07% |
14.11.2024 | 0.75% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'174 CHF | 101'931 CHF | 99.18% | 99.18% |
13.11.2024 | 0.75% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'411 CHF | 102'178 CHF | 97.70% | 97.70% |
12.11.2024 | 0.75% | 101.50 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'942 CHF | 102'713 CHF | 99.54% | 99.54% |
11.11.2024 | 0.75% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'494 CHF | 103'263 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 102.00 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'948 CHF | 102'709 CHF | 53.97% | 53.97% |
07.11.2024 | 0.75% | 102.00 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'046 CHF | 102'818 CHF | 98.39% | 98.39% |