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% | 82.36 % | 82.98 % | 242'000 | 241'000 | 241'943 | 240'155 | 199'592 CHF | 199'609 CHF | 99.97% | 99.97% |
19.11.2024 | 0.75% | 84.00 % | 84.63 % | 238'000 | 236'000 | 238'179 | 236'422 | 199'591 CHF | 199'609 CHF | 99.94% | 99.94% |
18.11.2024 | 0.75% | 86.57 % | 87.22 % | 231'000 | 229'000 | 228'760 | 227'018 | 199'559 CHF | 199'529 CHF | 99.98% | 99.98% |
15.11.2024 | 0.75% | 87.25 % | 87.90 % | 229'000 | 227'000 | 228'567 | 226'837 | 199'552 CHF | 199'532 CHF | 99.97% | 99.97% |
14.11.2024 | 0.75% | 85.75 % | 86.40 % | 233'000 | 231'000 | 241'080 | 239'226 | 199'622 CHF | 199'579 CHF | 99.91% | 99.91% |
13.11.2024 | 0.75% | 80.01 % | 80.62 % | 249'000 | 248'000 | 249'949 | 250'533 | 197'638 CHF | 199'589 CHF | 99.87% | 99.87% |
12.11.2024 | 0.75% | 79.12 % | 79.71 % | 252'000 | 250'000 | 248'614 | 246'733 | 199'637 CHF | 199'618 CHF | 99.98% | 99.98% |
11.11.2024 | 0.75% | 85.01 % | 85.65 % | 235'000 | 233'000 | 235'877 | 234'057 | 199'568 CHF | 199'518 CHF | 99.97% | 99.97% |
08.11.2024 | 0.75% | 83.14 % | 83.77 % | 240'000 | 238'000 | 233'383 | 231'611 | 199'561 CHF | 199'537 CHF | 99.92% | 99.92% |
07.11.2024 | 0.75% | 92.05 % | 92.74 % | 217'000 | 215'000 | 217'295 | 215'603 | 199'568 CHF | 199'502 CHF | 99.93% | 99.93% |