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% | 102.50 % | 103.27 % | 195'000 | 193'000 | 194'693 | 192'997 | 199'721 CHF | 199'468 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 102.44 % | 103.21 % | 195'000 | 193'000 | 194'951 | 193'318 | 199'561 CHF | 199'378 CHF | 99.92% | 99.92% |
18.11.2024 | 0.75% | 102.56 % | 103.33 % | 195'000 | 193'000 | 194'999 | 193'095 | 199'697 CHF | 199'233 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 102.61 % | 103.38 % | 194'000 | 193'000 | 194'001 | 192'660 | 199'492 CHF | 199'597 CHF | 99.99% | 99.99% |
14.11.2024 | 0.75% | 102.95 % | 103.72 % | 194'000 | 192'000 | 194'324 | 192'498 | 199'603 CHF | 199'209 CHF | 99.98% | 99.98% |
13.11.2024 | 0.75% | 102.36 % | 103.13 % | 195'000 | 193'000 | 195'308 | 193'627 | 199'632 CHF | 199'404 CHF | 99.98% | 99.98% |
12.11.2024 | 0.75% | 102.32 % | 103.09 % | 195'000 | 194'000 | 194'512 | 193'016 | 199'513 CHF | 199'465 CHF | 99.97% | 99.97% |
11.11.2024 | 0.75% | 102.97 % | 103.74 % | 194'000 | 192'000 | 194'000 | 192'239 | 199'599 CHF | 199'267 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 102.45 % | 103.22 % | 195'000 | 193'000 | 194'922 | 193'060 | 199'807 CHF | 199'384 CHF | 99.94% | 99.94% |
07.11.2024 | 0.75% | 102.57 % | 103.34 % | 194'000 | 193'000 | 194'202 | 193'071 | 199'193 CHF | 199'520 CHF | 99.99% | 99.99% |