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% | 101.66 % | 102.43 % | 196'000 | 195'000 | 196'000 | 195'000 | 199'254 CHF | 199'738 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 101.65 % | 102.42 % | 196'000 | 195'000 | 196'000 | 195'000 | 199'234 CHF | 199'719 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 101.65 % | 102.42 % | 196'000 | 195'000 | 196'000 | 195'000 | 199'234 CHF | 199'719 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 101.65 % | 102.42 % | 196'000 | 195'000 | 196'000 | 195'000 | 199'234 CHF | 199'719 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 101.63 % | 102.40 % | 196'000 | 195'000 | 196'000 | 195'000 | 199'195 CHF | 199'680 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 101.63 % | 102.40 % | 196'000 | 195'000 | 196'000 | 195'000 | 199'195 CHF | 199'680 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 101.64 % | 102.41 % | 196'000 | 195'000 | 196'000 | 195'000 | 199'214 CHF | 199'700 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 101.62 % | 102.39 % | 196'000 | 195'000 | 196'000 | 195'000 | 199'175 CHF | 199'660 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 101.62 % | 102.39 % | 196'000 | 195'000 | 196'000 | 195'000 | 199'175 CHF | 199'660 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 101.61 % | 102.38 % | 196'000 | 195'000 | 196'000 | 195'000 | 199'156 CHF | 199'641 CHF | 100.00% | 100.00% |