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 | 0.80% | 105.70 % | 106.55 % | 100'000 | 1'000 | 100'000 | 1'000 | 105'700 CHF | 1'066 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 105.70 % | 106.55 % | 100'000 | 1'000 | 100'000 | 1'000 | 105'805 CHF | 1'067 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 105.81 % | 106.66 % | 100'000 | 1'000 | 100'000 | 1'000 | 105'810 CHF | 1'067 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 105.82 % | 106.67 % | 100'000 | 1'000 | 100'000 | 1'000 | 106'704 CHF | 1'076 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 106.93 % | 107.79 % | 100'000 | 1'000 | 100'000 | 1'000 | 106'902 CHF | 1'078 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 106.89 % | 107.75 % | 100'000 | 1'000 | 100'000 | 1'000 | 106'913 CHF | 1'078 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 106.52 % | 107.38 % | 100'000 | 1'000 | 100'000 | 1'000 | 106'438 CHF | 1'073 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 106.43 % | 107.28 % | 100'000 | 1'000 | 100'000 | 1'000 | 106'402 CHF | 1'073 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 106.40 % | 107.25 % | 100'000 | 1'000 | 100'000 | 1'000 | 106'381 CHF | 1'072 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 106.37 % | 107.22 % | 100'000 | 1'000 | 100'000 | 1'000 | 106'284 CHF | 1'071 CHF | 100.00% | 100.00% |