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 | 0.77% | 103.30 % | 104.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'349 CHF | 104'149 CHF | 97.95% | 97.95% |
19.11.2024 | 0.77% | 103.10 % | 103.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'159 CHF | 103'959 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 103.10 % | 104.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'139 CHF | 104'139 CHF | 100.00% | 100.00% |
15.11.2024 | 0.96% | 103.20 % | 104.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'525 CHF | 104'525 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 104.00 % | 104.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'896 CHF | 104'696 CHF | 100.00% | 100.00% |
13.11.2024 | 0.77% | 103.90 % | 104.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'852 CHF | 104'652 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 104.00 % | 105.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'004 CHF | 105'004 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 104.00 % | 105.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 104'001 CHF | 105'001 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 103.90 % | 104.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'942 CHF | 104'742 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 104.00 % | 104.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 103'868 CHF | 104'668 CHF | 99.76% | 99.76% |