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 | 0.79% | 101.51 % | 102.32 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'006 CHF | 61'491 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 101.37 % | 102.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'922 CHF | 61'404 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 102.07 % | 102.88 % | 60'000 | 60'000 | 59'712 | 60'000 | 60'987 CHF | 61'767 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 102.07 % | 102.88 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'243 CHF | 61'729 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 102.08 % | 102.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'257 CHF | 61'743 CHF | 99.70% | 99.70% |
13.11.2024 | 0.79% | 101.15 % | 101.95 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'742 CHF | 61'222 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 101.48 % | 102.28 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'941 CHF | 61'426 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.67 % | 102.48 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'988 CHF | 61'474 CHF | 84.64% | 84.64% |
08.11.2024 | 0.79% | 101.32 % | 102.12 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'848 CHF | 61'330 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.50 % | 102.30 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'774 CHF | 61'254 CHF | 100.00% | 100.00% |