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 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'377 CHF | 102'377 CHF | 98.15% | 98.15% |
19.11.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'292 CHF | 102'292 CHF | 93.72% | 93.72% |
18.11.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'273 CHF | 102'273 CHF | 80.10% | 80.10% |
15.11.2024 | 0.98% | 101.20 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'254 CHF | 102'254 CHF | 88.15% | 88.15% |
14.11.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'397 CHF | 102'397 CHF | 65.44% | 65.44% |
13.11.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'384 CHF | 102'384 CHF | 73.70% | 73.70% |
12.11.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'536 CHF | 102'536 CHF | 49.42% | 49.42% |
11.11.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'641 CHF | 102'641 CHF | 77.72% | 77.72% |
08.11.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'519 CHF | 102'519 CHF | 86.99% | 86.99% |
07.11.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'512 CHF | 102'512 CHF | 99.16% | 99.16% |