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% | 89.31 % | 89.98 % | 223'000 | 222'000 | 223'146 | 221'570 | 199'536 CHF | 199'612 CHF | 99.99% | 99.99% |
19.11.2024 | 0.75% | 89.79 % | 90.46 % | 222'000 | 221'000 | 222'173 | 220'589 | 199'503 CHF | 199'562 CHF | 99.98% | 99.98% |
18.11.2024 | 0.75% | 91.04 % | 91.73 % | 219'000 | 218'000 | 218'464 | 216'804 | 199'547 CHF | 199'526 CHF | 99.99% | 99.99% |
15.11.2024 | 0.76% | 91.06 % | 91.75 % | 219'000 | 217'000 | 219'340 | 217'661 | 199'536 CHF | 199'509 CHF | 99.99% | 99.99% |
14.11.2024 | 0.75% | 90.51 % | 91.20 % | 220'000 | 219'000 | 222'387 | 220'721 | 199'532 CHF | 199'520 CHF | 99.92% | 99.92% |
13.11.2024 | 0.75% | 88.99 % | 89.66 % | 224'000 | 223'000 | 225'088 | 223'381 | 199'594 CHF | 199'578 CHF | 99.94% | 99.94% |
12.11.2024 | 0.75% | 88.21 % | 88.88 % | 226'000 | 225'000 | 225'266 | 223'559 | 199'559 CHF | 199'545 CHF | 99.97% | 99.97% |
11.11.2024 | 0.74% | 89.92 % | 90.59 % | 222'000 | 220'000 | 221'918 | 220'257 | 199'541 CHF | 199'527 CHF | 99.99% | 99.99% |
08.11.2024 | 0.75% | 89.05 % | 89.72 % | 224'000 | 222'000 | 221'541 | 219'799 | 199'585 CHF | 199'500 CHF | 99.98% | 99.98% |
07.11.2024 | 0.76% | 93.19 % | 93.90 % | 214'000 | 212'000 | 214'004 | 212'434 | 199'496 CHF | 199'533 CHF | 99.95% | 99.95% |