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% | 86.74 % | 87.39 % | 230'000 | 228'000 | 227'939 | 226'179 | 199'579 CHF | 199'525 CHF | 99.96% | 99.96% |
19.11.2024 | 0.75% | 87.53 % | 88.19 % | 228'000 | 226'000 | 227'034 | 225'228 | 199'582 CHF | 199'486 CHF | 99.86% | 99.86% |
18.11.2024 | 0.74% | 90.20 % | 90.87 % | 221'000 | 220'000 | 221'876 | 220'132 | 199'599 CHF | 199'507 CHF | 99.96% | 99.96% |
15.11.2024 | 0.75% | 88.65 % | 89.32 % | 225'000 | 223'000 | 223'121 | 221'450 | 199'557 CHF | 199'546 CHF | 99.91% | 99.91% |
14.11.2024 | 0.75% | 90.83 % | 91.52 % | 220'000 | 218'000 | 220'297 | 218'652 | 199'544 CHF | 199'544 CHF | 99.98% | 99.98% |
13.11.2024 | 0.75% | 89.34 % | 90.01 % | 223'000 | 222'000 | 222'701 | 221'164 | 199'488 CHF | 199'592 CHF | 99.96% | 99.96% |
12.11.2024 | 0.75% | 89.73 % | 90.40 % | 222'000 | 221'000 | 221'202 | 219'612 | 199'521 CHF | 199'570 CHF | 99.99% | 99.99% |
11.11.2024 | 0.75% | 91.35 % | 92.04 % | 218'000 | 217'000 | 217'076 | 215'703 | 199'455 CHF | 199'682 CHF | 99.97% | 99.97% |
08.11.2024 | 0.75% | 91.36 % | 92.05 % | 218'000 | 217'000 | 217'666 | 215'932 | 199'559 CHF | 199'459 CHF | 99.94% | 99.94% |
07.11.2024 | 0.74% | 92.03 % | 92.72 % | 217'000 | 215'000 | 216'097 | 214'601 | 199'496 CHF | 199'596 CHF | 99.95% | 99.95% |