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% | 94.39 % | 95.10 % | 211'000 | 210'000 | 209'321 | 207'871 | 199'489 CHF | 199'593 CHF | 99.99% | 99.99% |
19.11.2024 | 0.75% | 95.16 % | 95.87 % | 210'000 | 208'000 | 209'766 | 208'111 | 199'571 CHF | 199'481 CHF | 99.97% | 99.97% |
18.11.2024 | 0.76% | 95.76 % | 96.49 % | 208'000 | 207'000 | 207'390 | 205'738 | 199'561 CHF | 199'473 CHF | 99.98% | 99.98% |
15.11.2024 | 0.75% | 96.48 % | 97.21 % | 207'000 | 205'000 | 205'671 | 203'933 | 199'584 CHF | 199'386 CHF | 99.95% | 99.95% |
14.11.2024 | 0.75% | 98.49 % | 99.24 % | 203'000 | 201'000 | 202'995 | 201'566 | 199'481 CHF | 199'562 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 98.41 % | 99.16 % | 203'000 | 201'000 | 202'357 | 200'652 | 199'635 CHF | 199'455 CHF | 99.99% | 99.99% |
12.11.2024 | 0.75% | 98.42 % | 99.17 % | 203'000 | 201'000 | 202'982 | 201'196 | 199'634 CHF | 199'373 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 98.56 % | 99.31 % | 202'000 | 201'000 | 202'538 | 200'803 | 199'659 CHF | 199'454 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 98.04 % | 98.77 % | 203'000 | 202'000 | 203'100 | 201'771 | 199'409 CHF | 199'586 CHF | 99.97% | 99.97% |
07.11.2024 | 0.76% | 98.63 % | 99.38 % | 202'000 | 201'000 | 202'357 | 201'000 | 199'422 CHF | 199'593 CHF | 99.99% | 99.99% |