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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.11.2024 | 0.88% | 101.40 % | 102.20 % | 100'000 | 100'000 | 87'190 | 87'190 | 88'449 CHF | 89'178 CHF | 81.69% | 81.69% |
27.11.2024 | 0.75% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'228 CHF | 103'002 CHF | 89.63% | 89.63% |
26.11.2024 | 0.76% | 102.20 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'933 CHF | 102'709 CHF | 70.82% | 70.82% |
25.11.2024 | 0.76% | 101.90 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'927 CHF | 102'700 CHF | 67.78% | 67.78% |
22.11.2024 | 0.76% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'755 CHF | 102'526 CHF | 100.00% | 100.00% |
20.11.2024 | 0.74% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'396 CHF | 102'154 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 101.10 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'904 CHF | 101'660 CHF | 97.59% | 97.59% |
18.11.2024 | 0.76% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'657 CHF | 101'421 CHF | 99.36% | 99.36% |
15.11.2024 | 0.75% | 100.70 % | 101.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'519 CHF | 102'282 CHF | 97.19% | 97.19% |
14.11.2024 | 0.75% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'647 CHF | 103'418 CHF | 99.44% | 99.44% |