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% | 103.42 % | 104.19 % | 193'000 | 191'000 | 192'649 | 191'300 | 199'228 CHF | 199'305 CHF | 99.98% | 99.98% |
19.11.2024 | 0.74% | 103.09 % | 103.86 % | 194'000 | 192'000 | 193'551 | 191'962 | 199'618 CHF | 199'457 CHF | 99.99% | 99.99% |
18.11.2024 | 0.74% | 103.39 % | 104.16 % | 193'000 | 192'000 | 193'000 | 191'923 | 199'543 CHF | 199'907 CHF | 99.98% | 99.98% |
15.11.2024 | 0.75% | 103.47 % | 104.24 % | 193'000 | 191'000 | 193'000 | 191'000 | 199'854 CHF | 199'269 CHF | 99.99% | 99.99% |
14.11.2024 | 0.75% | 103.75 % | 104.54 % | 192'000 | 191'000 | 192'398 | 191'000 | 199'433 CHF | 199'480 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 103.57 % | 104.35 % | 193'000 | 191'000 | 193'000 | 191'000 | 199'837 CHF | 199'251 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 103.60 % | 104.38 % | 193'000 | 191'000 | 192'096 | 191'000 | 199'238 CHF | 199'608 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 103.91 % | 104.70 % | 192'000 | 191'000 | 192'000 | 190'980 | 199'503 CHF | 199'952 CHF | 99.98% | 99.98% |
08.11.2024 | 0.76% | 103.75 % | 104.54 % | 192'000 | 191'000 | 192'000 | 191'000 | 199'237 CHF | 199'708 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 103.92 % | 104.71 % | 192'000 | 191'000 | 192'000 | 190'123 | 199'532 CHF | 199'082 CHF | 99.97% | 99.97% |