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% | 81.68 % | 82.29 % | 244'000 | 243'000 | 240'941 | 239'175 | 199'545 CHF | 199'576 CHF | 99.98% | 99.98% |
19.11.2024 | 0.75% | 83.57 % | 84.20 % | 239'000 | 237'000 | 238'062 | 236'253 | 199'601 CHF | 199'575 CHF | 99.92% | 99.92% |
18.11.2024 | 0.75% | 83.75 % | 84.38 % | 238'000 | 237'000 | 239'032 | 237'204 | 199'598 CHF | 199'565 CHF | 99.99% | 99.99% |
15.11.2024 | 0.75% | 83.21 % | 83.84 % | 240'000 | 238'000 | 239'104 | 237'307 | 199'547 CHF | 199'542 CHF | 99.99% | 99.99% |
14.11.2024 | 0.75% | 83.63 % | 84.26 % | 239'000 | 237'000 | 240'928 | 239'119 | 199'571 CHF | 199'568 CHF | 99.89% | 99.89% |
13.11.2024 | 0.75% | 83.19 % | 83.82 % | 240'000 | 238'000 | 237'582 | 235'803 | 199'577 CHF | 199'570 CHF | 99.98% | 99.98% |
12.11.2024 | 0.74% | 85.27 % | 85.92 % | 234'000 | 232'000 | 228'414 | 226'668 | 199'588 CHF | 199'543 CHF | 99.95% | 99.95% |
11.11.2024 | 0.75% | 94.22 % | 94.93 % | 212'000 | 210'000 | 211'436 | 209'741 | 199'616 CHF | 199'505 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 93.32 % | 94.03 % | 214'000 | 212'000 | 212'759 | 211'042 | 199'637 CHF | 199'525 CHF | 99.98% | 99.98% |
07.11.2024 | 0.75% | 93.96 % | 94.67 % | 212'000 | 211'000 | 210'856 | 209'477 | 199'391 CHF | 199'577 CHF | 99.98% | 99.98% |