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% | 108.11 % | 108.92 % | 184'000 | 183'000 | 184'065 | 183'000 | 199'152 CHF | 199'481 CHF | 99.99% | 99.99% |
19.11.2024 | 0.75% | 108.41 % | 109.22 % | 184'000 | 183'000 | 184'000 | 183'000 | 199'092 CHF | 199'492 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 108.35 % | 109.16 % | 184'000 | 183'000 | 184'000 | 183'000 | 199'167 CHF | 199'567 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 108.26 % | 109.07 % | 184'000 | 183'000 | 184'000 | 183'000 | 199'335 CHF | 199'734 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 108.41 % | 109.22 % | 184'000 | 183'000 | 184'000 | 183'000 | 199'407 CHF | 199'805 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 108.23 % | 109.04 % | 184'000 | 183'000 | 184'521 | 183'000 | 199'576 CHF | 199'414 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 108.10 % | 108.91 % | 185'000 | 183'000 | 184'005 | 183'000 | 199'299 CHF | 199'693 CHF | 99.98% | 99.98% |
11.11.2024 | 0.74% | 108.35 % | 109.16 % | 184'000 | 183'000 | 184'000 | 182'914 | 199'428 CHF | 199'733 CHF | 99.99% | 99.99% |
08.11.2024 | 0.75% | 108.29 % | 109.10 % | 184'000 | 183'000 | 184'000 | 183'000 | 199'254 CHF | 199'653 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 108.28 % | 109.09 % | 184'000 | 183'000 | 184'970 | 183'071 | 199'654 CHF | 199'086 CHF | 100.00% | 100.00% |