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% | 101.80 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'848 CHF | 102'609 CHF | 39.07% | 39.07% |
19.11.2024 | 0.75% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'108 CHF | 101'869 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'326 CHF | 102'089 CHF | 99.39% | 99.39% |
15.11.2024 | 0.74% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'237 CHF | 101'989 CHF | 84.67% | 84.67% |
14.11.2024 | 0.74% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'228 CHF | 101'978 CHF | 99.44% | 99.44% |
13.11.2024 | 0.75% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'102 CHF | 101'863 CHF | 97.69% | 97.69% |
12.11.2024 | 0.75% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'664 CHF | 102'428 CHF | 99.58% | 99.58% |
11.11.2024 | 0.78% | 102.00 % | 102.80 % | 100'000 | 100'000 | 97'407 | 97'407 | 99'171 CHF | 99'936 CHF | 98.65% | 98.65% |
08.11.2024 | 0.75% | 101.50 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'478 CHF | 102'241 CHF | 55.06% | 55.06% |
07.11.2024 | 0.76% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'166 CHF | 102'949 CHF | 97.44% | 97.44% |