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% |