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% | 100.23 % | 101.02 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'187 CHF | 101'106 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 100.30 % | 101.10 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'331 CHF | 101'350 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.55 % | 101.35 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'427 CHF | 101'512 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.74 % | 101.54 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'588 CHF | 101'780 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.82 % | 101.62 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'381 CHF | 101'434 CHF | 99.68% | 99.68% |
13.11.2024 | 0.79% | 100.26 % | 101.06 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'348 CHF | 101'380 CHF | 97.89% | 97.89% |
12.11.2024 | 0.79% | 99.80 % | 100.59 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'109 CHF | 100'973 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.27 % | 101.07 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'287 CHF | 101'278 CHF | 84.60% | 84.60% |
08.11.2024 | 0.79% | 99.84 % | 100.63 % | 60'000 | 100'000 | 60'000 | 100'000 | 59'930 CHF | 100'674 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.02 % | 100.81 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'120 CHF | 100'994 CHF | 100.00% | 100.00% |