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% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'775 CHF | 102'775 CHF | 98.15% | 98.15% |
19.11.2024 | 0.98% | 101.80 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'751 CHF | 102'751 CHF | 93.72% | 93.72% |
18.11.2024 | 0.98% | 101.90 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'816 CHF | 102'816 CHF | 69.42% | 69.42% |
15.11.2024 | 0.98% | 101.80 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'783 CHF | 102'783 CHF | 92.43% | 92.43% |
14.11.2024 | 0.98% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'744 CHF | 102'744 CHF | 63.62% | 63.62% |
13.11.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'715 CHF | 102'715 CHF | 76.09% | 76.09% |
12.11.2024 | 0.98% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'685 CHF | 102'685 CHF | 50.34% | 50.34% |
11.11.2024 | 0.98% | 101.80 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'779 CHF | 102'779 CHF | 77.75% | 77.75% |
08.11.2024 | 0.98% | 101.70 % | 102.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'661 CHF | 102'661 CHF | 86.90% | 86.90% |
07.11.2024 | 0.98% | 101.60 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'681 CHF | 102'681 CHF | 99.16% | 99.16% |