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 | 0.76% | 106.51 % | 107.32 % | 140'000 | 139'000 | 140'004 | 139'000 | 149'007 CHF | 149'064 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 106.38 % | 107.19 % | 141'000 | 139'000 | 140'493 | 139'050 | 149'460 CHF | 149'048 CHF | 99.97% | 99.97% |
18.11.2024 | 0.75% | 106.36 % | 107.17 % | 141'000 | 139'000 | 141'000 | 139'819 | 149'880 CHF | 149'744 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 106.27 % | 107.07 % | 141'000 | 140'000 | 141'000 | 140'000 | 149'767 CHF | 149'825 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 106.18 % | 106.97 % | 141'000 | 140'000 | 141'000 | 140'000 | 149'566 CHF | 149'611 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 106.10 % | 106.89 % | 141'000 | 140'000 | 141'000 | 140'000 | 149'836 CHF | 149'891 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 106.36 % | 107.17 % | 141'000 | 139'000 | 140'581 | 139'113 | 149'540 CHF | 149'102 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 106.45 % | 107.26 % | 140'000 | 139'000 | 140'000 | 139'000 | 149'222 CHF | 149'282 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 106.58 % | 107.39 % | 140'000 | 139'000 | 140'000 | 139'000 | 149'202 CHF | 149'262 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 106.60 % | 107.41 % | 140'000 | 139'000 | 140'000 | 139'000 | 149'385 CHF | 149'444 CHF | 99.99% | 99.99% |