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% | 93.67 % | 94.38 % | 213'000 | 211'000 | 211'384 | 209'903 | 199'494 CHF | 199'587 CHF | 99.97% | 99.97% |
19.11.2024 | 0.75% | 94.81 % | 95.52 % | 210'000 | 209'000 | 210'767 | 209'111 | 199'559 CHF | 199'476 CHF | 99.94% | 99.94% |
18.11.2024 | 0.75% | 96.00 % | 96.73 % | 208'000 | 206'000 | 208'397 | 206'857 | 199'538 CHF | 199'563 CHF | 99.94% | 99.94% |
15.11.2024 | 0.75% | 94.83 % | 95.54 % | 210'000 | 209'000 | 207'757 | 206'246 | 199'512 CHF | 199'556 CHF | 99.85% | 99.85% |
14.11.2024 | 0.75% | 97.19 % | 97.92 % | 205'000 | 204'000 | 206'377 | 204'944 | 199'463 CHF | 199'571 CHF | 99.98% | 99.98% |
13.11.2024 | 0.75% | 95.60 % | 96.32 % | 209'000 | 207'000 | 208'418 | 206'768 | 199'567 CHF | 199'482 CHF | 99.95% | 99.95% |
12.11.2024 | 0.76% | 95.78 % | 96.51 % | 208'000 | 207'000 | 207'732 | 205'992 | 199'604 CHF | 199'435 CHF | 99.98% | 99.98% |
11.11.2024 | 0.75% | 97.03 % | 97.76 % | 206'000 | 204'000 | 204'827 | 203'623 | 199'388 CHF | 199'702 CHF | 99.96% | 99.96% |
08.11.2024 | 0.75% | 96.98 % | 97.71 % | 206'000 | 204'000 | 205'131 | 203'843 | 199'353 CHF | 199'590 CHF | 99.98% | 99.98% |
07.11.2024 | 0.75% | 97.29 % | 98.02 % | 205'000 | 204'000 | 204'793 | 203'212 | 199'566 CHF | 199'508 CHF | 99.99% | 99.99% |