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% | 81.31 % | 81.92 % | 245'000 | 244'000 | 244'550 | 242'738 | 199'582 CHF | 199'584 CHF | 99.98% | 99.98% |
19.11.2024 | 0.75% | 81.27 % | 81.88 % | 246'000 | 244'000 | 245'308 | 243'445 | 199'611 CHF | 199'584 CHF | 99.90% | 99.90% |
18.11.2024 | 0.75% | 82.31 % | 82.93 % | 242'000 | 241'000 | 243'111 | 241'303 | 199'651 CHF | 199'652 CHF | 99.98% | 99.98% |
15.11.2024 | 0.75% | 82.14 % | 82.76 % | 243'000 | 241'000 | 240'329 | 238'485 | 199'599 CHF | 199'565 CHF | 99.91% | 99.91% |
14.11.2024 | 0.75% | 87.22 % | 87.87 % | 229'000 | 227'000 | 230'665 | 228'968 | 199'516 CHF | 199'537 CHF | 99.92% | 99.92% |
13.11.2024 | 0.75% | 85.41 % | 86.06 % | 234'000 | 232'000 | 234'658 | 232'919 | 199'604 CHF | 199'616 CHF | 99.97% | 99.97% |
12.11.2024 | 0.75% | 85.44 % | 86.09 % | 234'000 | 212'000 | 232'772 | 222'956 | 199'598 CHF | 192'601 CHF | 99.92% | 99.92% |
11.11.2024 | 0.74% | 86.97 % | 87.62 % | 229'000 | 228'000 | 228'648 | 227'088 | 199'548 CHF | 199'662 CHF | 99.93% | 99.93% |
08.11.2024 | 0.75% | 86.44 % | 87.09 % | 231'000 | 229'000 | 230'160 | 228'437 | 199'557 CHF | 199'548 CHF | 99.88% | 99.88% |
07.11.2024 | 0.76% | 87.61 % | 88.27 % | 228'000 | 226'000 | 226'643 | 224'812 | 199'598 CHF | 199'488 CHF | 99.92% | 99.92% |