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% | 106.90 % | 107.71 % | 185'000 | 185'000 | 185'000 | 185'000 | 197'765 CHF | 199'264 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 106.91 % | 107.72 % | 185'000 | 185'000 | 185'000 | 185'000 | 197'784 CHF | 199'282 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 106.84 % | 107.65 % | 185'000 | 185'000 | 185'000 | 185'000 | 197'654 CHF | 199'152 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 106.71 % | 107.52 % | 185'000 | 185'000 | 185'000 | 185'000 | 197'420 CHF | 198'919 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 106.84 % | 107.65 % | 185'000 | 185'000 | 185'000 | 185'000 | 197'504 CHF | 199'002 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 106.57 % | 107.38 % | 185'000 | 185'000 | 185'000 | 185'000 | 197'190 CHF | 198'689 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 106.60 % | 107.41 % | 185'000 | 185'000 | 185'000 | 185'000 | 197'374 CHF | 198'872 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 106.70 % | 107.51 % | 185'000 | 185'000 | 185'000 | 185'000 | 197'834 CHF | 199'333 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 106.83 % | 107.64 % | 185'000 | 185'000 | 185'000 | 185'000 | 197'683 CHF | 199'182 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 106.89 % | 107.70 % | 185'000 | 185'000 | 185'000 | 185'000 | 197'746 CHF | 199'245 CHF | 100.00% | 100.00% |