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% | 107.75 % | 108.56 % | 185'000 | 184'000 | 185'000 | 183'750 | 199'542 CHF | 199'682 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 107.71 % | 108.52 % | 185'000 | 184'000 | 185'000 | 183'935 | 199'435 CHF | 199'777 CHF | 99.95% | 99.95% |
18.11.2024 | 0.75% | 107.72 % | 108.53 % | 185'000 | 184'000 | 185'001 | 184'000 | 199'113 CHF | 199'526 CHF | 99.99% | 99.99% |
15.11.2024 | 0.75% | 107.48 % | 108.29 % | 186'000 | 184'000 | 185'961 | 184'000 | 199'809 CHF | 199'193 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 107.53 % | 108.34 % | 185'000 | 184'000 | 185'766 | 184'373 | 199'398 CHF | 199'395 CHF | 99.89% | 99.89% |
13.11.2024 | 0.75% | 107.36 % | 108.17 % | 186'000 | 184'000 | 186'000 | 184'370 | 199'578 CHF | 199'323 CHF | 99.99% | 99.99% |
12.11.2024 | 0.75% | 107.52 % | 108.33 % | 186'000 | 184'000 | 185'094 | 184'000 | 199'259 CHF | 199'572 CHF | 99.99% | 99.99% |
11.11.2024 | 0.75% | 107.98 % | 108.79 % | 185'000 | 183'000 | 185'000 | 183'000 | 199'793 CHF | 199'116 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 107.54 % | 108.35 % | 185'000 | 184'000 | 185'398 | 184'000 | 199'385 CHF | 199'372 CHF | 99.95% | 99.95% |
07.11.2024 | 0.75% | 107.70 % | 108.51 % | 185'000 | 184'000 | 185'000 | 184'000 | 199'372 CHF | 199'784 CHF | 100.00% | 100.00% |