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 | 0.99% | 101.00 % | 102.00 % | 100'000 | 100'000 | 27'241 | 27'241 | 27'496 CHF | 27'768 CHF | 97.86% | 97.86% |
19.11.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 27'865 | 27'865 | 28'072 CHF | 28'351 CHF | 94.45% | 94.45% |
18.11.2024 | 1.00% | 100.20 % | 101.20 % | 100'000 | 100'000 | 27'308 | 27'308 | 27'251 CHF | 27'525 CHF | 97.49% | 97.49% |
15.11.2024 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'789 CHF | 27'059 CHF | 98.77% | 98.77% |
14.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 63'668 | 63'668 | 63'152 CHF | 63'787 CHF | 28.52% | 28.52% |
13.11.2024 | 0.99% | 99.30 % | 100.30 % | 100'000 | 100'000 | 26'941 | 26'941 | 26'812 CHF | 27'080 CHF | 99.59% | 99.59% |
12.11.2024 | 0.99% | 99.60 % | 100.60 % | 100'000 | 100'000 | 27'148 | 27'148 | 27'093 CHF | 27'362 CHF | 98.40% | 98.40% |
11.11.2024 | 0.97% | 102.70 % | 103.70 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'270 CHF | 10'370 CHF | 88.18% | 88.18% |
08.11.2024 | 0.97% | 102.30 % | 103.30 % | 100'000 | 100'000 | 27'158 | 27'158 | 27'808 CHF | 28'080 CHF | 98.34% | 98.34% |
07.11.2024 | 0.97% | 102.40 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'139 CHF | 103'139 CHF | 13.68% | 13.68% |