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% | 85.34 % | 85.99 % | 230'000 | 230'000 | 230'729 | 230'000 | 197'265 CHF | 198'135 CHF | 99.96% | 99.96% |
19.11.2024 | 0.75% | 86.25 % | 86.90 % | 230'000 | 230'000 | 229'405 | 227'461 | 197'955 CHF | 197'751 CHF | 99.95% | 99.95% |
18.11.2024 | 0.75% | 88.28 % | 88.95 % | 225'000 | 220'000 | 222'924 | 221'004 | 197'832 CHF | 197'613 CHF | 99.94% | 99.94% |
15.11.2024 | 0.75% | 88.42 % | 89.09 % | 225'000 | 220'000 | 225'040 | 222'352 | 198'280 CHF | 197'383 CHF | 99.98% | 99.98% |
14.11.2024 | 0.75% | 87.21 % | 87.86 % | 225'000 | 225'000 | 229'285 | 227'799 | 197'669 CHF | 197'864 CHF | 99.98% | 99.98% |
13.11.2024 | 0.75% | 85.08 % | 85.72 % | 235'000 | 230'000 | 234'736 | 231'837 | 198'610 CHF | 197'620 CHF | 99.95% | 99.95% |
12.11.2024 | 0.74% | 83.77 % | 84.40 % | 235'000 | 235'000 | 234'978 | 232'173 | 198'525 CHF | 197'614 CHF | 99.92% | 99.92% |
11.11.2024 | 0.75% | 86.92 % | 87.57 % | 230'000 | 225'000 | 228'016 | 225'571 | 197'947 CHF | 197'294 CHF | 99.99% | 99.99% |
08.11.2024 | 0.75% | 85.83 % | 86.48 % | 230'000 | 230'000 | 226'479 | 224'470 | 197'854 CHF | 197'573 CHF | 99.91% | 99.91% |
07.11.2024 | 0.75% | 92.79 % | 93.48 % | 215'000 | 210'000 | 213'972 | 211'668 | 197'959 CHF | 197'293 CHF | 99.94% | 99.94% |