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% | 93.00 % | 93.70 % | 215'000 | 213'000 | 213'566 | 211'954 | 199'534 CHF | 199'528 CHF | 99.98% | 99.98% |
19.11.2024 | 0.75% | 91.53 % | 92.22 % | 218'000 | 216'000 | 217'514 | 216'042 | 199'488 CHF | 199'628 CHF | 99.95% | 99.95% |
18.11.2024 | 0.75% | 92.97 % | 93.67 % | 215'000 | 213'000 | 215'161 | 213'605 | 199'498 CHF | 199'542 CHF | 99.99% | 99.99% |
15.11.2024 | 0.76% | 90.66 % | 91.35 % | 220'000 | 218'000 | 219'882 | 218'347 | 199'520 CHF | 199'630 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 90.34 % | 91.02 % | 221'000 | 219'000 | 221'254 | 219'576 | 199'496 CHF | 199'470 CHF | 99.97% | 99.97% |
13.11.2024 | 0.75% | 89.68 % | 90.35 % | 223'000 | 221'000 | 221'689 | 220'070 | 199'562 CHF | 199'586 CHF | 99.92% | 99.92% |
12.11.2024 | 0.75% | 89.48 % | 90.15 % | 223'000 | 221'000 | 218'938 | 217'246 | 199'599 CHF | 199'550 CHF | 99.97% | 99.97% |
11.11.2024 | 0.75% | 93.78 % | 94.49 % | 213'000 | 211'000 | 211'462 | 209'799 | 199'565 CHF | 199'484 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 93.67 % | 94.38 % | 213'000 | 211'000 | 212'536 | 210'812 | 199'594 CHF | 199'472 CHF | 99.99% | 99.99% |
07.11.2024 | 0.75% | 94.50 % | 95.21 % | 211'000 | 210'000 | 213'663 | 211'964 | 199'593 CHF | 199'499 CHF | 99.98% | 99.98% |