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 | 0.79% | 101.86 % | 102.67 % | 80'000 | 80'000 | 80'000 | 80'000 | 81'497 CHF | 82'145 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 101.66 % | 102.47 % | 80'000 | 80'000 | 80'000 | 80'000 | 81'297 CHF | 81'944 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.65 % | 102.46 % | 80'000 | 80'000 | 79'599 | 80'000 | 80'976 CHF | 82'031 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.43 % | 102.23 % | 80'000 | 80'000 | 80'000 | 80'000 | 80'946 CHF | 81'586 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 99.49 % | 100.28 % | 80'000 | 80'000 | 80'000 | 80'000 | 79'563 CHF | 80'194 CHF | 99.68% | 99.68% |
13.11.2024 | 0.79% | 97.89 % | 98.67 % | 80'000 | 80'000 | 80'000 | 80'000 | 78'308 CHF | 78'932 CHF | 96.78% | 96.78% |
12.11.2024 | 0.79% | 98.53 % | 99.31 % | 80'000 | 80'000 | 80'000 | 80'000 | 78'833 CHF | 79'457 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 99.31 % | 100.10 % | 80'000 | 80'000 | 80'000 | 80'000 | 79'329 CHF | 79'960 CHF | 84.66% | 84.66% |
08.11.2024 | 0.79% | 99.45 % | 100.24 % | 80'000 | 80'000 | 80'000 | 80'000 | 79'611 CHF | 80'243 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.56 % | 101.36 % | 80'000 | 80'000 | 80'000 | 80'000 | 80'324 CHF | 80'961 CHF | 100.00% | 100.00% |