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% | 80.68 % | 81.29 % | 247'000 | 246'000 | 245'518 | 243'650 | 199'612 CHF | 199'581 CHF | 99.97% | 99.97% |
19.11.2024 | 0.75% | 81.60 % | 82.21 % | 245'000 | 243'000 | 244'888 | 243'030 | 199'619 CHF | 199'591 CHF | 99.93% | 99.93% |
18.11.2024 | 0.75% | 82.37 % | 82.99 % | 242'000 | 240'000 | 242'668 | 240'883 | 199'549 CHF | 199'565 CHF | 99.97% | 99.97% |
15.11.2024 | 0.75% | 83.10 % | 83.73 % | 240'000 | 238'000 | 238'756 | 236'938 | 199'637 CHF | 199'609 CHF | 99.96% | 99.96% |
14.11.2024 | 0.75% | 83.51 % | 84.14 % | 239'000 | 237'000 | 243'033 | 241'207 | 199'579 CHF | 199'577 CHF | 99.98% | 99.98% |
13.11.2024 | 0.75% | 81.12 % | 81.73 % | 246'000 | 244'000 | 245'316 | 243'429 | 199'597 CHF | 199'547 CHF | 99.96% | 99.96% |
12.11.2024 | 0.74% | 80.83 % | 81.44 % | 247'000 | 245'000 | 243'984 | 242'151 | 199'614 CHF | 199'594 CHF | 99.97% | 99.97% |
11.11.2024 | 0.75% | 83.07 % | 83.70 % | 240'000 | 238'000 | 239'427 | 237'648 | 199'549 CHF | 199'563 CHF | 99.99% | 99.99% |
08.11.2024 | 0.75% | 82.20 % | 82.82 % | 243'000 | 241'000 | 242'572 | 240'719 | 199'601 CHF | 199'568 CHF | 99.95% | 99.95% |
07.11.2024 | 0.75% | 83.69 % | 84.32 % | 238'000 | 237'000 | 239'181 | 237'408 | 199'569 CHF | 199'586 CHF | 99.94% | 99.94% |