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% | 97.20 % | 97.93 % | 205'000 | 204'000 | 205'387 | 203'842 | 199'507 CHF | 199'494 CHF | 99.94% | 99.94% |
19.11.2024 | 0.75% | 96.51 % | 97.24 % | 207'000 | 165'000 | 206'887 | 204'455 | 199'542 CHF | 198'688 CHF | 99.99% | 99.99% |
18.11.2024 | 0.75% | 96.98 % | 97.71 % | 206'000 | 204'000 | 205'596 | 203'974 | 199'524 CHF | 199'439 CHF | 99.97% | 99.97% |
15.11.2024 | 0.75% | 96.97 % | 97.70 % | 206'000 | 204'000 | 206'000 | 204'091 | 199'639 CHF | 199'279 CHF | 99.98% | 99.98% |
14.11.2024 | 0.75% | 97.31 % | 98.04 % | 205'000 | 203'000 | 205'570 | 203'934 | 199'570 CHF | 199'471 CHF | 99.98% | 99.98% |
13.11.2024 | 0.75% | 96.76 % | 97.49 % | 206'000 | 205'000 | 206'011 | 204'566 | 199'492 CHF | 199'588 CHF | 99.99% | 99.99% |
12.11.2024 | 0.75% | 96.90 % | 97.63 % | 206'000 | 204'000 | 205'125 | 203'523 | 199'499 CHF | 199'426 CHF | 99.97% | 99.97% |
11.11.2024 | 0.75% | 97.90 % | 98.63 % | 204'000 | 202'000 | 203'670 | 201'718 | 199'633 CHF | 199'204 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 98.11 % | 98.84 % | 203'000 | 202'000 | 203'509 | 201'993 | 199'552 CHF | 199'541 CHF | 99.94% | 99.94% |
07.11.2024 | 0.76% | 98.30 % | 99.04 % | 203'000 | 201'000 | 202'770 | 201'000 | 199'626 CHF | 199'387 CHF | 100.00% | 100.00% |