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% | 102.26 % | 103.03 % | 195'000 | 190'000 | 195'000 | 190'000 | 199'479 CHF | 195'827 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 101.85 % | 102.62 % | 195'000 | 190'000 | 195'000 | 190'087 | 198'893 CHF | 195'345 CHF | 99.98% | 99.98% |
18.11.2024 | 0.75% | 102.04 % | 102.81 % | 195'000 | 190'000 | 195'000 | 190'277 | 198'700 CHF | 195'352 CHF | 99.99% | 99.99% |
15.11.2024 | 0.75% | 101.79 % | 102.56 % | 195'000 | 195'000 | 195'000 | 191'006 | 198'583 CHF | 195'986 CHF | 99.98% | 99.98% |
14.11.2024 | 0.76% | 101.86 % | 102.63 % | 195'000 | 190'000 | 195'000 | 194'418 | 197'929 CHF | 198'833 CHF | 99.98% | 99.98% |
13.11.2024 | 0.76% | 101.47 % | 102.24 % | 195'000 | 195'000 | 195'000 | 195'000 | 197'611 CHF | 199'112 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 101.57 % | 102.34 % | 195'000 | 195'000 | 195'000 | 192'381 | 198'482 CHF | 197'296 CHF | 99.98% | 99.98% |
11.11.2024 | 0.75% | 101.93 % | 102.70 % | 195'000 | 190'000 | 195'000 | 190'000 | 199'164 CHF | 195'520 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 101.64 % | 102.41 % | 195'000 | 195'000 | 195'000 | 194'712 | 198'185 CHF | 199'391 CHF | 99.96% | 99.96% |
07.11.2024 | 0.75% | 102.01 % | 102.78 % | 195'000 | 190'000 | 195'000 | 190'000 | 199'083 CHF | 195'441 CHF | 100.00% | 100.00% |