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 | 0.96% | 103.01 % | 104.01 % | 200'000 | 100'000 | 200'000 | 100'000 | 206'448 CHF | 104'224 CHF | 100.00% | 100.00% |
19.11.2024 | 0.96% | 103.23 % | 104.23 % | 200'000 | 100'000 | 200'000 | 100'000 | 206'342 CHF | 104'171 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 103.27 % | 104.27 % | 200'000 | 100'000 | 200'000 | 100'000 | 206'325 CHF | 104'162 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 103.04 % | 104.04 % | 200'000 | 100'000 | 200'000 | 100'000 | 205'696 CHF | 103'848 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 102.49 % | 103.49 % | 200'000 | 100'000 | 200'000 | 100'000 | 205'554 CHF | 103'777 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 102.98 % | 103.98 % | 200'000 | 100'000 | 200'000 | 100'000 | 205'961 CHF | 103'981 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 103.11 % | 104.11 % | 200'000 | 100'000 | 200'000 | 100'000 | 206'049 CHF | 104'024 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 103.31 % | 104.31 % | 200'000 | 100'000 | 200'000 | 100'000 | 206'761 CHF | 104'380 CHF | 21.17% | 21.17% |
08.11.2024 | 0.97% | 102.87 % | 103.87 % | 200'000 | 100'000 | 200'000 | 100'000 | 205'247 CHF | 103'623 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 102.38 % | 103.38 % | 200'000 | 100'000 | 200'000 | 100'000 | 203'159 CHF | 102'580 CHF | 100.00% | 100.00% |