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% | 101.30 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'373 CHF | 102'373 CHF | 98.15% | 98.15% |
19.11.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'400 CHF | 102'400 CHF | 93.71% | 93.71% |
18.11.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'400 CHF | 102'400 CHF | 77.74% | 77.74% |
15.11.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'355 CHF | 102'355 CHF | 92.52% | 92.52% |
14.11.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'400 CHF | 102'400 CHF | 65.65% | 65.65% |
13.11.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'400 CHF | 102'400 CHF | 75.01% | 75.01% |
12.11.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'400 CHF | 102'400 CHF | 50.58% | 50.58% |
11.11.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'500 CHF | 102'500 CHF | 80.56% | 80.56% |
08.11.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'488 CHF | 102'488 CHF | 87.03% | 87.03% |
07.11.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'496 CHF | 102'496 CHF | 99.16% | 99.16% |