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% | 94.32 % | 95.03 % | 212'000 | 210'000 | 210'715 | 209'148 | 199'527 CHF | 199'529 CHF | 99.92% | 99.92% |
19.11.2024 | 0.75% | 94.54 % | 95.25 % | 211'000 | 209'000 | 210'520 | 209'034 | 199'481 CHF | 199'558 CHF | 99.97% | 99.97% |
18.11.2024 | 0.75% | 96.34 % | 97.07 % | 207'000 | 206'000 | 207'225 | 205'534 | 199'601 CHF | 199'472 CHF | 99.94% | 99.94% |
15.11.2024 | 0.75% | 95.39 % | 96.10 % | 209'000 | 208'000 | 208'178 | 206'464 | 199'607 CHF | 199'460 CHF | 99.94% | 99.94% |
14.11.2024 | 0.75% | 96.88 % | 97.61 % | 206'000 | 204'000 | 196'091 | 204'261 | 190'072 CHF | 199'519 CHF | 99.90% | 99.90% |
13.11.2024 | 0.75% | 96.21 % | 96.94 % | 207'000 | 206'000 | 206'756 | 205'243 | 199'487 CHF | 199'524 CHF | 99.99% | 99.99% |
12.11.2024 | 0.75% | 96.51 % | 97.24 % | 207'000 | 205'000 | 206'139 | 204'753 | 199'413 CHF | 199'568 CHF | 99.98% | 99.98% |
11.11.2024 | 0.74% | 97.55 % | 98.28 % | 205'000 | 203'000 | 203'833 | 202'127 | 199'597 CHF | 199'402 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 97.09 % | 97.82 % | 205'000 | 204'000 | 204'675 | 203'276 | 199'438 CHF | 199'558 CHF | 99.99% | 99.99% |
07.11.2024 | 0.74% | 97.81 % | 98.54 % | 204'000 | 202'000 | 203'677 | 201'993 | 199'577 CHF | 199'407 CHF | 99.99% | 99.99% |