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% | 101.71 % | 102.52 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'045 CHF | 61'531 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 101.60 % | 102.41 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'024 CHF | 61'510 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.59 % | 102.40 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'935 CHF | 61'421 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.55 % | 102.36 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'945 CHF | 61'431 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.61 % | 102.42 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'931 CHF | 61'417 CHF | 99.69% | 99.69% |
13.11.2024 | 0.79% | 101.62 % | 102.43 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'877 CHF | 61'362 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 101.27 % | 102.07 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'853 CHF | 61'333 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.43 % | 102.23 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'924 CHF | 61'409 CHF | 84.62% | 84.62% |
08.11.2024 | 0.79% | 101.52 % | 102.33 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'911 CHF | 61'397 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.46 % | 102.26 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'830 CHF | 61'310 CHF | 100.00% | 100.00% |