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 | 0.76% | 98.50 % | 99.25 % | 203'000 | 201'000 | 193'613 | 200'762 | 191'075 CHF | 199'645 CHF | 99.98% | 99.98% |
19.11.2024 | 0.76% | 99.02 % | 99.77 % | 201'000 | 200'000 | 194'740 | 200'006 | 192'635 CHF | 199'347 CHF | 99.94% | 99.94% |
18.11.2024 | 0.76% | 98.87 % | 99.62 % | 202'000 | 200'000 | 202'000 | 200'025 | 199'657 CHF | 199'205 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 98.67 % | 99.42 % | 202'000 | 201'000 | 198'971 | 199'440 | 197'712 CHF | 199'663 CHF | 99.67% | 100.00% |
14.11.2024 | 0.75% | 99.82 % | 100.57 % | 200'000 | 198'000 | 200'000 | 198'349 | 199'554 CHF | 199'394 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 99.45 % | 100.20 % | 201'000 | 199'000 | 201'000 | 199'570 | 199'511 CHF | 199'588 CHF | 99.92% | 99.92% |
12.11.2024 | 0.75% | 99.12 % | 99.87 % | 201'000 | 200'000 | 195'647 | 199'071 | 194'604 CHF | 199'510 CHF | 99.98% | 99.98% |
11.11.2024 | 0.75% | 99.65 % | 100.40 % | 200'000 | 199'000 | 199'720 | 198'516 | 199'370 CHF | 199'657 CHF | 99.99% | 99.99% |
08.11.2024 | 0.75% | 99.83 % | 100.58 % | 200'000 | 198'000 | 199'489 | 198'000 | 199'492 CHF | 199'488 CHF | 99.98% | 99.98% |
07.11.2024 | 0.75% | 100.07 % | 100.82 % | 199'000 | 198'000 | 199'094 | 198'000 | 199'264 CHF | 199'653 CHF | 100.00% | 100.00% |