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 | 0.75% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'349 CHF | 102'116 CHF | 98.82% | 98.82% |
19.11.2024 | 0.75% | 101.10 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'155 CHF | 101'916 CHF | 99.94% | 99.94% |
18.11.2024 | 0.74% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'104 CHF | 101'860 CHF | 97.56% | 97.56% |
15.11.2024 | 0.77% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'966 CHF | 101'742 CHF | 98.52% | 98.52% |
14.11.2024 | 0.76% | 100.80 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'538 CHF | 101'305 CHF | 99.57% | 99.57% |
13.11.2024 | 0.75% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'169 CHF | 100'918 CHF | 98.21% | 98.21% |
12.11.2024 | 0.75% | 99.80 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'157 CHF | 100'915 CHF | 99.36% | 99.36% |
11.11.2024 | 0.76% | 100.60 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'525 CHF | 101'289 CHF | 95.09% | 95.09% |
08.11.2024 | 0.76% | 99.95 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'985 CHF | 100'749 CHF | 54.95% | 54.95% |
07.11.2024 | 0.75% | 100.50 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'577 CHF | 101'333 CHF | 95.27% | 95.27% |