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% | 99.36 % | 100.11 % | 200'000 | 195'000 | 200'000 | 196'049 | 198'846 CHF | 196'386 CHF | 99.97% | 99.97% |
19.11.2024 | 0.76% | 98.77 % | 99.52 % | 200'000 | 200'000 | 200'000 | 200'000 | 196'968 CHF | 198'464 CHF | 99.97% | 99.97% |
18.11.2024 | 0.75% | 99.11 % | 99.86 % | 200'000 | 200'000 | 200'000 | 196'678 | 198'776 CHF | 196'944 CHF | 99.97% | 99.97% |
15.11.2024 | 0.75% | 99.81 % | 100.56 % | 200'000 | 195'000 | 200'000 | 198'888 | 198'193 CHF | 198'577 CHF | 99.98% | 99.98% |
14.11.2024 | 0.75% | 99.10 % | 99.85 % | 200'000 | 190'000 | 200'000 | 193'312 | 198'241 CHF | 193'063 CHF | 99.98% | 99.98% |
13.11.2024 | 0.75% | 99.15 % | 99.90 % | 200'000 | 200'000 | 200'000 | 199'023 | 198'194 CHF | 198'717 CHF | 99.96% | 99.96% |
12.11.2024 | 0.75% | 99.41 % | 100.16 % | 200'000 | 195'000 | 200'000 | 195'000 | 199'010 CHF | 195'497 CHF | 99.99% | 99.99% |
11.11.2024 | 0.75% | 99.87 % | 100.62 % | 200'000 | 195'000 | 198'515 | 195'000 | 198'512 CHF | 196'466 CHF | 99.97% | 99.97% |
08.11.2024 | 0.75% | 100.28 % | 101.03 % | 195'000 | 195'000 | 195'035 | 195'000 | 195'467 CHF | 196'895 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 100.33 % | 101.08 % | 195'000 | 195'000 | 195'000 | 195'000 | 196'335 CHF | 197'804 CHF | 100.00% | 100.00% |