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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.78% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'663 CHF | 103'463 CHF | 100.00% | 100.00% |
20.11.2024 | 0.78% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'530 CHF | 103'330 CHF | 97.95% | 97.95% |
19.11.2024 | 0.78% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'422 CHF | 103'222 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'543 CHF | 103'343 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 102.50 % | 103.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'638 CHF | 103'438 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'666 CHF | 103'466 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'560 CHF | 103'360 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'699 CHF | 103'499 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 102.70 % | 103.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'700 CHF | 103'500 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 102.60 % | 103.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'615 CHF | 103'415 CHF | 100.00% | 100.00% |