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% | 94.09 % | 94.80 % | 212'000 | 210'000 | 210'324 | 208'795 | 199'463 CHF | 199'496 CHF | 99.98% | 99.98% |
19.11.2024 | 0.75% | 94.53 % | 95.24 % | 211'000 | 209'000 | 210'995 | 209'311 | 199'568 CHF | 199'461 CHF | 99.93% | 99.93% |
18.11.2024 | 0.74% | 95.23 % | 95.94 % | 210'000 | 208'000 | 209'230 | 207'820 | 199'412 CHF | 199'548 CHF | 99.99% | 99.99% |
15.11.2024 | 0.74% | 95.17 % | 95.88 % | 210'000 | 208'000 | 209'446 | 208'032 | 199'463 CHF | 199'594 CHF | 99.98% | 99.98% |
14.11.2024 | 0.75% | 95.27 % | 95.98 % | 209'000 | 208'000 | 210'403 | 208'792 | 199'549 CHF | 199'504 CHF | 99.93% | 99.93% |
13.11.2024 | 0.75% | 94.26 % | 94.97 % | 212'000 | 210'000 | 211'691 | 210'091 | 199'517 CHF | 199'500 CHF | 99.93% | 99.93% |
12.11.2024 | 0.75% | 93.77 % | 94.48 % | 213'000 | 211'000 | 211'193 | 209'784 | 199'477 CHF | 199'636 CHF | 99.92% | 99.92% |
11.11.2024 | 0.75% | 95.59 % | 96.31 % | 209'000 | 207'000 | 208'880 | 207'312 | 199'507 CHF | 199'501 CHF | 99.94% | 99.94% |
08.11.2024 | 0.75% | 94.78 % | 95.49 % | 211'000 | 209'000 | 210'152 | 208'655 | 199'527 CHF | 199'587 CHF | 99.99% | 99.99% |
07.11.2024 | 0.75% | 96.50 % | 97.23 % | 207'000 | 205'000 | 206'622 | 205'286 | 199'379 CHF | 199'586 CHF | 99.97% | 99.97% |