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 | 0.69% | 100.55 % | 101.25 % | 200'000 | 200'000 | 200'000 | 200'000 | 201'473 CHF | 202'873 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 100.27 % | 100.97 % | 200'000 | 200'000 | 200'000 | 200'000 | 200'392 CHF | 201'792 CHF | 89.40% | 89.40% |
18.11.2024 | 0.69% | 100.33 % | 101.03 % | 200'000 | 200'000 | 200'000 | 200'000 | 200'766 CHF | 202'166 CHF | 99.66% | 99.66% |
15.11.2024 | 0.69% | 100.16 % | 100.86 % | 200'000 | 200'000 | 200'000 | 200'000 | 201'623 CHF | 203'023 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 101.45 % | 102.15 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'943 CHF | 204'343 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 101.49 % | 102.19 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'662 CHF | 204'062 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 101.55 % | 102.25 % | 200'000 | 200'000 | 200'000 | 200'000 | 203'024 CHF | 204'424 CHF | 98.71% | 98.71% |
11.11.2024 | 0.69% | 101.43 % | 102.13 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'886 CHF | 204'286 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 101.37 % | 102.07 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'444 CHF | 203'844 CHF | 99.84% | 99.84% |
07.11.2024 | 0.69% | 101.08 % | 101.78 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'132 CHF | 203'532 CHF | 100.00% | 100.00% |