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% | 100.65 % | 101.40 % | 198'000 | 197'000 | 198'000 | 197'000 | 199'287 CHF | 199'758 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 100.52 % | 101.27 % | 198'000 | 197'000 | 198'034 | 197'000 | 199'142 CHF | 199'580 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 100.51 % | 101.26 % | 198'000 | 197'000 | 198'294 | 197'000 | 199'306 CHF | 199'483 CHF | 99.99% | 99.99% |
15.11.2024 | 0.74% | 100.51 % | 101.26 % | 198'000 | 197'000 | 198'455 | 197'001 | 199'390 CHF | 199'407 CHF | 99.98% | 99.98% |
14.11.2024 | 0.74% | 100.61 % | 101.36 % | 198'000 | 197'000 | 198'000 | 197'000 | 199'208 CHF | 199'679 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 102.43 % | 103.20 % | 195'000 | 193'000 | 194'998 | 193'000 | 199'870 CHF | 199'307 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 102.46 % | 103.23 % | 195'000 | 193'000 | 195'000 | 193'000 | 199'797 CHF | 199'234 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 102.42 % | 103.19 % | 195'000 | 193'000 | 195'000 | 193'000 | 199'783 CHF | 199'220 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 102.37 % | 103.14 % | 195'000 | 193'000 | 195'000 | 193'463 | 199'560 CHF | 199'477 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 102.33 % | 103.10 % | 195'000 | 193'000 | 195'000 | 193'254 | 199'554 CHF | 199'255 CHF | 100.00% | 100.00% |