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% | 99.22 % | 99.97 % | 201'000 | 200'000 | 201'002 | 199'498 | 199'475 CHF | 199'478 CHF | 99.98% | 99.98% |
19.11.2024 | 0.75% | 99.26 % | 100.01 % | 201'000 | 199'000 | 200'955 | 199'409 | 199'501 CHF | 199'461 CHF | 100.00% | 100.00% |
18.11.2024 | 0.75% | 99.45 % | 100.20 % | 201'000 | 199'000 | 200'894 | 199'000 | 199'691 CHF | 199'301 CHF | 99.99% | 99.99% |
15.11.2024 | 0.75% | 99.39 % | 100.14 % | 201'000 | 199'000 | 200'213 | 199'000 | 199'352 CHF | 199'636 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 99.49 % | 100.24 % | 201'000 | 199'000 | 200'441 | 199'000 | 199'480 CHF | 199'538 CHF | 99.97% | 99.97% |
13.11.2024 | 0.75% | 99.49 % | 100.24 % | 201'000 | 199'000 | 200'981 | 199'006 | 199'774 CHF | 199'303 CHF | 99.99% | 99.99% |
12.11.2024 | 0.75% | 99.26 % | 100.01 % | 201'000 | 199'000 | 200'955 | 199'025 | 199'846 CHF | 199'420 CHF | 99.99% | 99.99% |
11.11.2024 | 0.75% | 99.64 % | 100.39 % | 200'000 | 199'000 | 200'001 | 198'896 | 199'282 CHF | 199'672 CHF | 99.99% | 99.99% |
08.11.2024 | 0.75% | 99.53 % | 100.28 % | 200'000 | 199'000 | 200'575 | 199'000 | 199'546 CHF | 199'472 CHF | 99.97% | 99.97% |
07.11.2024 | 0.75% | 99.25 % | 100.00 % | 201'000 | 200'000 | 201'000 | 199'395 | 199'565 CHF | 199'467 CHF | 100.00% | 100.00% |