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% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'739 CHF | 103'517 CHF | 98.82% | 98.82% |
19.11.2024 | 0.75% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'579 CHF | 103'355 CHF | 99.94% | 99.94% |
18.11.2024 | 0.75% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'544 CHF | 103'317 CHF | 97.53% | 97.53% |
15.11.2024 | 0.75% | 102.60 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'455 CHF | 103'231 CHF | 98.56% | 98.56% |
14.11.2024 | 0.76% | 102.30 % | 103.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'147 CHF | 102'922 CHF | 99.57% | 99.57% |
13.11.2024 | 0.75% | 101.90 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'878 CHF | 102'648 CHF | 98.24% | 98.24% |
12.11.2024 | 0.76% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'882 CHF | 102'659 CHF | 99.36% | 99.36% |
11.11.2024 | 0.76% | 102.20 % | 103.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'146 CHF | 102'923 CHF | 95.09% | 95.09% |
08.11.2024 | 0.74% | 101.70 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'758 CHF | 102'509 CHF | 54.98% | 54.98% |
07.11.2024 | 0.75% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'183 CHF | 102'955 CHF | 95.31% | 95.31% |