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% | 87.33 % | 87.98 % | 229'000 | 227'000 | 226'571 | 224'838 | 199'571 CHF | 199'540 CHF | 99.96% | 99.96% |
19.11.2024 | 0.75% | 87.96 % | 88.63 % | 227'000 | 225'000 | 225'912 | 224'125 | 199'595 CHF | 199'517 CHF | 99.96% | 99.96% |
18.11.2024 | 0.75% | 90.46 % | 91.15 % | 221'000 | 219'000 | 220'959 | 219'311 | 199'520 CHF | 199'521 CHF | 99.96% | 99.96% |
15.11.2024 | 0.75% | 89.28 % | 89.95 % | 224'000 | 222'000 | 221'937 | 220'288 | 199'577 CHF | 199'579 CHF | 99.93% | 99.93% |
14.11.2024 | 0.75% | 91.13 % | 91.82 % | 219'000 | 217'000 | 219'273 | 217'622 | 199'529 CHF | 199'516 CHF | 99.92% | 99.92% |
13.11.2024 | 0.75% | 89.88 % | 90.55 % | 222'000 | 220'000 | 221'362 | 219'667 | 199'583 CHF | 199'545 CHF | 99.99% | 99.99% |
12.11.2024 | 0.76% | 90.38 % | 91.06 % | 221'000 | 219'000 | 219'891 | 218'119 | 199'607 CHF | 199'504 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 91.92 % | 92.61 % | 217'000 | 215'000 | 215'592 | 214'139 | 199'450 CHF | 199'592 CHF | 99.98% | 99.98% |
08.11.2024 | 0.74% | 92.10 % | 92.79 % | 217'000 | 204'000 | 215'799 | 203'769 | 199'464 CHF | 189'751 CHF | 99.99% | 99.99% |
07.11.2024 | 0.75% | 92.65 % | 93.34 % | 215'000 | 214'000 | 214'387 | 212'836 | 199'533 CHF | 199'584 CHF | 99.99% | 99.99% |