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% | 97.29 % | 98.02 % | 205'000 | 204'000 | 205'017 | 203'306 | 199'548 CHF | 199'367 CHF | 99.99% | 99.99% |
19.11.2024 | 0.75% | 96.91 % | 97.64 % | 206'000 | 204'000 | 205'489 | 203'949 | 199'549 CHF | 199'543 CHF | 99.97% | 99.97% |
18.11.2024 | 0.75% | 97.28 % | 98.01 % | 205'000 | 204'000 | 205'205 | 203'793 | 199'482 CHF | 199'596 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 97.01 % | 97.74 % | 206'000 | 204'000 | 205'180 | 203'716 | 199'456 CHF | 199'519 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 97.60 % | 98.33 % | 204'000 | 203'000 | 204'877 | 203'161 | 199'601 CHF | 199'411 CHF | 99.96% | 99.96% |
13.11.2024 | 0.75% | 97.46 % | 98.19 % | 205'000 | 203'000 | 204'635 | 203'129 | 199'487 CHF | 199'502 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 97.46 % | 98.19 % | 205'000 | 203'000 | 204'063 | 202'833 | 199'430 CHF | 199'709 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 97.84 % | 98.57 % | 204'000 | 202'000 | 203'972 | 202'297 | 199'642 CHF | 199'479 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 96.83 % | 97.56 % | 206'000 | 205'000 | 206'027 | 204'802 | 199'319 CHF | 199'629 CHF | 99.98% | 99.98% |
07.11.2024 | 0.74% | 97.38 % | 98.11 % | 205'000 | 203'000 | 204'070 | 202'753 | 199'372 CHF | 199'565 CHF | 99.97% | 99.97% |