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 | 0.69% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'000 CHF | 83.62% | 83.62% |
19.11.2024 | 0.69% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'000 CHF | 94.20% | 94.20% |
18.11.2024 | 0.79% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'200 CHF | 102'000 CHF | 97.17% | 97.17% |
15.11.2024 | 0.79% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'200 CHF | 102'000 CHF | 94.56% | 94.56% |
14.11.2024 | 0.69% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'000 CHF | 97.38% | 97.38% |
13.11.2024 | 0.79% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'100 CHF | 87.56% | 87.56% |
12.11.2024 | 0.79% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'100 CHF | 98.76% | 98.76% |
11.11.2024 | 0.79% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'100 CHF | 99.11% | 99.11% |
08.11.2024 | 0.79% | 101.30 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'300 CHF | 102'100 CHF | 55.00% | 55.00% |
07.11.2024 | 0.69% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'400 CHF | 102'100 CHF | 97.51% | 97.51% |