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% | 99.26 % | 100.01 % | 201'000 | 199'000 | 200'585 | 199'000 | 199'616 CHF | 199'531 CHF | 99.99% | 99.99% |
19.11.2024 | 0.75% | 99.52 % | 100.27 % | 200'000 | 199'000 | 200'732 | 199'019 | 199'614 CHF | 199'403 CHF | 99.93% | 99.93% |
18.11.2024 | 0.75% | 99.52 % | 100.27 % | 200'000 | 199'000 | 200'980 | 199'001 | 199'742 CHF | 199'269 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 99.32 % | 100.07 % | 201'000 | 199'000 | 201'000 | 199'270 | 199'613 CHF | 199'389 CHF | 99.98% | 99.98% |
14.11.2024 | 0.75% | 99.39 % | 100.14 % | 201'000 | 199'000 | 200'840 | 199'000 | 199'769 CHF | 199'432 CHF | 99.98% | 99.98% |
13.11.2024 | 0.75% | 99.38 % | 100.13 % | 201'000 | 199'000 | 201'000 | 199'318 | 199'595 CHF | 199'420 CHF | 99.97% | 99.97% |
12.11.2024 | 0.75% | 99.50 % | 100.25 % | 201'000 | 199'000 | 200'485 | 199'000 | 199'468 CHF | 199'483 CHF | 99.97% | 99.97% |
11.11.2024 | 0.75% | 99.61 % | 100.36 % | 200'000 | 199'000 | 200'421 | 199'000 | 199'482 CHF | 199'561 CHF | 99.93% | 99.93% |
08.11.2024 | 0.75% | 99.26 % | 100.01 % | 201'000 | 199'000 | 200'987 | 199'002 | 199'817 CHF | 199'336 CHF | 99.94% | 99.94% |
07.11.2024 | 0.75% | 99.66 % | 100.41 % | 200'000 | 199'000 | 200'000 | 199'000 | 199'292 CHF | 199'788 CHF | 100.00% | 100.00% |