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 | 220'402 | 218'712 | 199'555 CHF | 199'516 CHF | 99.98% | 99.98% |
19.11.2024 | 0.75% | 88.86 % | 89.53 % | 225'000 | 223'000 | 211'835 | 217'990 | 192'532 CHF | 199'491 CHF | 99.92% | 99.92% |
18.11.2024 | 0.76% | 94.84 % | 95.55 % | 210'000 | 209'000 | 211'389 | 209'853 | 199'512 CHF | 199'566 CHF | 99.95% | 99.95% |
15.11.2024 | 0.75% | 96.54 % | 97.27 % | 207'000 | 205'000 | 206'043 | 204'374 | 199'548 CHF | 199'424 CHF | 99.95% | 99.95% |
14.11.2024 | 0.75% | 97.18 % | 97.91 % | 205'000 | 204'000 | 202'282 | 200'691 | 199'523 CHF | 199'445 CHF | 99.97% | 99.97% |
13.11.2024 | 0.74% | 102.84 % | 103.61 % | 194'000 | 193'000 | 193'682 | 192'138 | 199'541 CHF | 199'430 CHF | 99.93% | 99.93% |
12.11.2024 | 0.75% | 102.72 % | 103.49 % | 194'000 | 193'000 | 192'472 | 191'022 | 199'441 CHF | 199'432 CHF | 99.97% | 99.97% |
11.11.2024 | 0.75% | 104.37 % | 105.16 % | 191'000 | 190'000 | 190'676 | 188'953 | 199'615 CHF | 199'304 CHF | 99.97% | 99.97% |
08.11.2024 | 0.75% | 104.60 % | 105.39 % | 191'000 | 189'000 | 189'918 | 188'710 | 199'345 CHF | 199'567 CHF | 99.99% | 99.99% |
07.11.2024 | 0.75% | 105.47 % | 106.26 % | 189'000 | 188'000 | 189'319 | 187'869 | 199'487 CHF | 199'443 CHF | 99.93% | 99.93% |