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% | 100.91 % | 101.66 % | 198'000 | 196'000 | 198'000 | 196'000 | 199'802 CHF | 199'254 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 100.95 % | 101.71 % | 198'000 | 196'000 | 198'000 | 196'000 | 199'858 CHF | 199'327 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 100.93 % | 101.68 % | 198'000 | 196'000 | 198'000 | 196'000 | 199'770 CHF | 199'223 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 100.80 % | 101.55 % | 198'000 | 196'000 | 198'000 | 196'002 | 199'583 CHF | 199'039 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 100.80 % | 101.55 % | 198'000 | 196'000 | 198'000 | 196'399 | 199'457 CHF | 199'317 CHF | 100.00% | 100.00% |
13.11.2024 | 0.74% | 100.75 % | 101.50 % | 198'000 | 197'000 | 198'000 | 196'821 | 199'500 CHF | 199'788 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 100.76 % | 101.51 % | 198'000 | 197'000 | 198'000 | 196'498 | 199'490 CHF | 199'450 CHF | 99.98% | 99.98% |
11.11.2024 | 0.74% | 100.72 % | 101.47 % | 198'000 | 197'000 | 198'000 | 196'050 | 199'745 CHF | 199'249 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 100.62 % | 101.37 % | 198'000 | 197'000 | 198'000 | 197'000 | 199'279 CHF | 199'750 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 100.77 % | 101.52 % | 198'000 | 197'000 | 198'000 | 196'574 | 199'583 CHF | 199'620 CHF | 99.98% | 99.98% |