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% | 101.48 % | 102.18 % | 300'000 | 300'000 | 300'000 | 300'000 | 304'437 CHF | 306'537 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 101.46 % | 102.16 % | 300'000 | 300'000 | 300'000 | 300'000 | 304'359 CHF | 306'459 CHF | 89.37% | 89.37% |
18.11.2024 | 0.69% | 101.46 % | 102.16 % | 300'000 | 300'000 | 300'000 | 300'000 | 304'340 CHF | 306'440 CHF | 99.67% | 99.67% |
15.11.2024 | 0.69% | 101.44 % | 102.14 % | 300'000 | 300'000 | 300'000 | 300'000 | 304'307 CHF | 306'407 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 101.43 % | 102.13 % | 300'000 | 300'000 | 300'000 | 300'000 | 304'238 CHF | 306'338 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 101.38 % | 102.08 % | 300'000 | 300'000 | 300'000 | 300'000 | 304'154 CHF | 306'254 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 101.41 % | 102.11 % | 300'000 | 300'000 | 300'000 | 300'000 | 304'285 CHF | 306'385 CHF | 98.73% | 98.73% |
11.11.2024 | 0.69% | 101.43 % | 102.13 % | 300'000 | 300'000 | 300'000 | 300'000 | 304'312 CHF | 306'412 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 101.39 % | 102.09 % | 300'000 | 300'000 | 300'000 | 300'000 | 304'208 CHF | 306'308 CHF | 99.84% | 99.84% |
07.11.2024 | 0.69% | 101.41 % | 102.11 % | 300'000 | 300'000 | 300'000 | 300'000 | 304'228 CHF | 306'328 CHF | 100.00% | 100.00% |