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% | 99.65 % | 100.40 % | 200'000 | 199'000 | 200'000 | 199'000 | 199'300 CHF | 199'796 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 99.63 % | 100.38 % | 200'000 | 199'000 | 200'000 | 199'000 | 199'405 CHF | 199'900 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 99.71 % | 100.46 % | 200'000 | 199'000 | 200'000 | 199'000 | 199'420 CHF | 199'915 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 99.75 % | 100.50 % | 200'000 | 199'000 | 200'000 | 198'707 | 199'504 CHF | 199'704 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 99.76 % | 100.51 % | 200'000 | 198'000 | 200'000 | 198'541 | 199'465 CHF | 199'499 CHF | 99.99% | 99.99% |
13.11.2024 | 0.75% | 99.70 % | 100.45 % | 200'000 | 199'000 | 200'000 | 199'000 | 199'400 CHF | 199'896 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 99.74 % | 100.49 % | 200'000 | 199'000 | 200'000 | 198'467 | 199'521 CHF | 199'480 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 99.86 % | 100.61 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'716 CHF | 199'204 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 99.75 % | 100.50 % | 200'000 | 199'000 | 200'000 | 198'697 | 199'512 CHF | 199'702 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 99.86 % | 100.61 % | 200'000 | 198'000 | 199'925 | 198'000 | 199'721 CHF | 199'283 CHF | 100.00% | 100.00% |