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 | 0,74% | 100,00 % | 100,75 % | 200 000 | 198 000 | 198 732 | 197 194 | 199 490 CHF | 199 424 CHF | 99,99% | 99,99% |
19/11/2024 | 0,74% | 100,64 % | 101,39 % | 198 000 | 197 000 | 198 068 | 196 841 | 199 369 CHF | 199 610 CHF | 99,99% | 99,99% |
18/11/2024 | 0,74% | 100,59 % | 101,34 % | 198 000 | 197 000 | 198 052 | 197 000 | 199 278 CHF | 199 697 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 100,39 % | 101,14 % | 199 000 | 197 000 | 198 922 | 197 052 | 199 745 CHF | 199 345 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 100,57 % | 101,32 % | 198 000 | 197 000 | 198 000 | 196 609 | 199 482 CHF | 199 555 CHF | 99,98% | 99,98% |
13/11/2024 | 0,74% | 100,70 % | 101,45 % | 198 000 | 197 000 | 198 002 | 196 732 | 199 395 CHF | 199 592 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 100,69 % | 101,44 % | 198 000 | 197 000 | 198 250 | 197 000 | 199 476 CHF | 199 696 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 100,60 % | 101,35 % | 198 000 | 197 000 | 197 994 | 196 674 | 199 563 CHF | 199 716 CHF | 99,99% | 99,99% |
08/11/2024 | 0,74% | 100,58 % | 101,33 % | 198 000 | 197 000 | 198 050 | 197 000 | 199 137 CHF | 199 559 CHF | 100,00% | 100,00% |
07/11/2024 | 0,74% | 100,61 % | 101,36 % | 198 000 | 197 000 | 198 000 | 196 910 | 199 299 CHF | 199 679 CHF | 99,99% | 99,99% |