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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.75% | 99.88 % | 100.63 % | 200'000 | 198'000 | 199'756 | 198'016 | 199'710 CHF | 199'455 CHF | 99.99% | 99.99% |
25.11.2024 | 0.75% | 100.01 % | 100.76 % | 199'000 | 198'000 | 199'351 | 198'000 | 199'362 CHF | 199'496 CHF | 99.94% | 99.94% |
22.11.2024 | 0.75% | 99.96 % | 100.71 % | 200'000 | 198'000 | 200'000 | 197'549 | 199'563 CHF | 198'599 CHF | 99.99% | 99.99% |
20.11.2024 | 0.75% | 99.50 % | 100.25 % | 201'000 | 199'000 | 200'692 | 199'065 | 199'521 CHF | 199'397 CHF | 99.99% | 99.99% |
19.11.2024 | 0.76% | 98.95 % | 99.70 % | 202'000 | 200'000 | 202'010 | 200'199 | 199'644 CHF | 199'356 CHF | 99.93% | 99.93% |
18.11.2024 | 0.75% | 99.12 % | 99.87 % | 201'000 | 200'000 | 201'204 | 199'674 | 199'475 CHF | 199'456 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 99.12 % | 99.87 % | 201'000 | 200'000 | 201'000 | 199'642 | 199'491 CHF | 199'640 CHF | 99.99% | 99.99% |
14.11.2024 | 0.75% | 99.13 % | 99.88 % | 201'000 | 200'000 | 201'500 | 200'000 | 199'498 CHF | 199'513 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 98.72 % | 99.47 % | 202'000 | 201'000 | 201'995 | 200'110 | 199'665 CHF | 199'303 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 98.95 % | 99.70 % | 202'000 | 200'000 | 201'382 | 199'964 | 199'505 CHF | 199'600 CHF | 99.95% | 99.95% |