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 | 0.75% | 100.89 % | 101.64 % | 198'000 | 196'000 | 197'741 | 196'210 | 199'507 CHF | 199'450 CHF | 99.99% | 99.99% |
19.11.2024 | 0.75% | 101.02 % | 101.79 % | 197'000 | 196'000 | 197'953 | 196'348 | 199'609 CHF | 199'474 CHF | 99.89% | 99.89% |
18.11.2024 | 0.76% | 101.17 % | 101.94 % | 197'000 | 196'000 | 197'215 | 195'735 | 199'458 CHF | 199'465 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 100.66 % | 101.41 % | 198'000 | 197'000 | 198'275 | 196'937 | 199'437 CHF | 199'568 CHF | 99.93% | 99.93% |
14.11.2024 | 0.75% | 99.81 % | 100.56 % | 200'000 | 198'000 | 201'346 | 199'809 | 199'509 CHF | 199'479 CHF | 99.91% | 99.91% |
13.11.2024 | 0.75% | 97.03 % | 97.76 % | 206'000 | 204'000 | 206'600 | 205'874 | 198'741 CHF | 199'528 CHF | 99.96% | 99.96% |
12.11.2024 | 0.75% | 93.69 % | 94.40 % | 213'000 | 211'000 | 209'970 | 208'398 | 199'536 CHF | 199'529 CHF | 99.95% | 99.95% |
11.11.2024 | 0.75% | 98.32 % | 99.07 % | 203'000 | 201'000 | 203'056 | 201'483 | 199'533 CHF | 199'479 CHF | 99.98% | 99.98% |
08.11.2024 | 0.75% | 94.97 % | 95.68 % | 210'000 | 209'000 | 206'177 | 204'625 | 199'513 CHF | 199'500 CHF | 99.97% | 99.97% |
07.11.2024 | 0.75% | 99.90 % | 100.65 % | 200'000 | 198'000 | 199'883 | 198'411 | 199'513 CHF | 199'531 CHF | 99.98% | 99.98% |