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% | 100.00 % | 100.75 % | 200'000 | 198'000 | 198'732 | 197'194 | 199'490 CHF | 199'424 CHF | 99.99% | 99.99% |
19.11.2024 | 0.74% | 100.64 % | 101.39 % | 198'000 | 197'000 | 198'068 | 196'841 | 199'369 CHF | 199'610 CHF | 99.99% | 99.99% |
18.11.2024 | 0.74% | 100.59 % | 101.34 % | 198'000 | 197'000 | 198'052 | 197'000 | 199'278 CHF | 199'697 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 100.39 % | 101.14 % | 199'000 | 197'000 | 198'922 | 197'052 | 199'745 CHF | 199'345 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 100.57 % | 101.32 % | 198'000 | 197'000 | 198'000 | 196'609 | 199'482 CHF | 199'555 CHF | 99.98% | 99.98% |
13.11.2024 | 0.74% | 100.70 % | 101.45 % | 198'000 | 197'000 | 198'002 | 196'732 | 199'395 CHF | 199'592 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 100.69 % | 101.44 % | 198'000 | 197'000 | 198'250 | 197'000 | 199'476 CHF | 199'696 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 100.60 % | 101.35 % | 198'000 | 197'000 | 197'994 | 196'674 | 199'563 CHF | 199'716 CHF | 99.99% | 99.99% |
08.11.2024 | 0.74% | 100.58 % | 101.33 % | 198'000 | 197'000 | 198'050 | 197'000 | 199'137 CHF | 199'559 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 100.61 % | 101.36 % | 198'000 | 197'000 | 198'000 | 196'910 | 199'299 CHF | 199'679 CHF | 99.99% | 99.99% |