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% | 85.83 % | 86.48 % | 233'000 | 231'000 | 231'856 | 230'064 | 199'611 CHF | 199'563 CHF | 99.98% | 99.98% |
19.11.2024 | 0.76% | 85.57 % | 86.22 % | 233'000 | 231'000 | 233'727 | 232'015 | 199'558 CHF | 199'599 CHF | 99.94% | 99.94% |
18.11.2024 | 0.76% | 85.85 % | 86.50 % | 232'000 | 231'000 | 232'901 | 231'152 | 199'607 CHF | 199'610 CHF | 99.98% | 99.98% |
15.11.2024 | 0.75% | 85.84 % | 86.49 % | 232'000 | 231'000 | 229'864 | 228'166 | 199'577 CHF | 199'588 CHF | 99.99% | 99.99% |
14.11.2024 | 0.75% | 88.23 % | 88.90 % | 226'000 | 224'000 | 227'636 | 225'863 | 199'537 CHF | 199'470 CHF | 99.92% | 99.92% |
13.11.2024 | 0.75% | 86.62 % | 87.27 % | 230'000 | 229'000 | 231'089 | 229'422 | 199'511 CHF | 199'564 CHF | 99.93% | 99.93% |
12.11.2024 | 0.75% | 86.79 % | 87.44 % | 230'000 | 228'000 | 228'503 | 226'834 | 199'513 CHF | 199'537 CHF | 99.97% | 99.97% |
11.11.2024 | 0.75% | 88.54 % | 89.21 % | 225'000 | 224'000 | 224'588 | 223'057 | 199'522 CHF | 199'656 CHF | 99.97% | 99.97% |
08.11.2024 | 0.76% | 88.07 % | 88.74 % | 227'000 | 225'000 | 226'232 | 224'436 | 199'622 CHF | 199'541 CHF | 99.95% | 99.95% |
07.11.2024 | 0.75% | 89.08 % | 89.75 % | 224'000 | 222'000 | 223'270 | 221'564 | 199'610 CHF | 199'570 CHF | 99.99% | 99.99% |