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% | 49.31 % | 49.68 % | 405'000 | 402'000 | 401'698 | 398'698 | 199'765 CHF | 199'766 CHF | 99.94% | 99.94% |
19.11.2024 | 0.75% | 48.80 % | 49.17 % | 409'000 | 406'000 | 407'992 | 404'965 | 199'764 CHF | 199'780 CHF | 99.91% | 99.91% |
18.11.2024 | 0.76% | 49.88 % | 50.26 % | 400'000 | 397'000 | 399'081 | 396'062 | 199'754 CHF | 199'747 CHF | 99.97% | 99.97% |
15.11.2024 | 0.75% | 50.38 % | 50.76 % | 396'000 | 394'000 | 396'567 | 393'621 | 199'761 CHF | 199'772 CHF | 99.98% | 99.98% |
14.11.2024 | 0.75% | 49.97 % | 50.35 % | 400'000 | 397'000 | 403'557 | 400'554 | 199'759 CHF | 199'761 CHF | 99.92% | 99.92% |
13.11.2024 | 0.75% | 48.42 % | 48.78 % | 413'000 | 410'000 | 412'641 | 409'581 | 199'747 CHF | 199'753 CHF | 99.96% | 99.96% |
12.11.2024 | 0.75% | 47.63 % | 47.99 % | 419'000 | 416'000 | 412'329 | 409'273 | 199'754 CHF | 199'764 CHF | 99.94% | 99.94% |
11.11.2024 | 0.75% | 50.68 % | 51.06 % | 394'000 | 391'000 | 395'907 | 392'960 | 199'744 CHF | 199'750 CHF | 99.95% | 99.95% |
08.11.2024 | 0.75% | 50.19 % | 50.57 % | 398'000 | 395'000 | 393'278 | 390'328 | 199'757 CHF | 199'750 CHF | 99.95% | 99.95% |
07.11.2024 | 0.75% | 53.83 % | 54.24 % | 371'000 | 368'000 | 373'100 | 370'303 | 199'721 CHF | 199'721 CHF | 99.95% | 99.95% |