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 | 0.74% | 103.07 % | 103.84 % | 190'000 | 190'000 | 190'000 | 190'000 | 195'833 CHF | 197'296 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 103.19 % | 103.96 % | 190'000 | 190'000 | 190'000 | 190'000 | 195'833 CHF | 197'296 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 103.16 % | 103.93 % | 190'000 | 190'000 | 190'000 | 190'000 | 196'004 CHF | 197'467 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 103.20 % | 103.97 % | 190'000 | 190'000 | 190'000 | 190'000 | 196'080 CHF | 197'543 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 103.14 % | 103.91 % | 190'000 | 190'000 | 190'000 | 190'000 | 195'838 CHF | 197'301 CHF | 100.00% | 100.00% |
13.11.2024 | 0.74% | 103.10 % | 103.87 % | 190'000 | 190'000 | 190'000 | 190'000 | 195'890 CHF | 197'353 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 103.03 % | 103.80 % | 190'000 | 190'000 | 190'000 | 190'000 | 195'757 CHF | 197'220 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 102.95 % | 103.72 % | 190'000 | 190'000 | 190'000 | 190'000 | 195'605 CHF | 197'068 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 102.98 % | 103.75 % | 190'000 | 190'000 | 190'000 | 190'000 | 195'515 CHF | 196'978 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 103.08 % | 103.85 % | 190'000 | 190'000 | 190'000 | 190'000 | 195'852 CHF | 197'315 CHF | 100.00% | 100.00% |