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% | 46.83 % | 47.18 % | 427'000 | 423'000 | 419'952 | 416'817 | 199'773 CHF | 199'778 CHF | 99.86% | 99.86% |
19.11.2024 | 0.75% | 49.40 % | 49.77 % | 404'000 | 401'000 | 399'715 | 396'708 | 199'767 CHF | 199'758 CHF | 99.92% | 99.92% |
18.11.2024 | 0.75% | 52.47 % | 52.86 % | 381'000 | 378'000 | 373'105 | 370'302 | 199'744 CHF | 199'738 CHF | 99.97% | 99.97% |
15.11.2024 | 0.75% | 55.49 % | 55.91 % | 360'000 | 357'000 | 350'812 | 348'234 | 199'706 CHF | 199'728 CHF | 99.92% | 99.92% |
14.11.2024 | 0.75% | 57.19 % | 57.62 % | 349'000 | 347'000 | 357'530 | 354'901 | 199'699 CHF | 199'722 CHF | 99.91% | 99.91% |
13.11.2024 | 0.75% | 55.12 % | 55.53 % | 362'000 | 360'000 | 354'756 | 352'084 | 199'723 CHF | 199'710 CHF | 99.87% | 99.87% |
12.11.2024 | 0.75% | 57.38 % | 57.81 % | 348'000 | 345'000 | 324'562 | 322'136 | 199'703 CHF | 199'701 CHF | 99.93% | 99.93% |
11.11.2024 | 0.75% | 61.13 % | 61.59 % | 327'000 | 324'000 | 330'701 | 328'245 | 199'684 CHF | 199'691 CHF | 99.95% | 99.95% |
08.11.2024 | 0.75% | 61.97 % | 62.44 % | 322'000 | 320'000 | 325'835 | 323'341 | 199'722 CHF | 199'685 CHF | 99.93% | 99.93% |
07.11.2024 | 0.75% | 65.85 % | 66.34 % | 303'000 | 301'000 | 316'084 | 313'672 | 199'719 CHF | 199'685 CHF | 99.93% | 99.93% |