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% | 100,89 % | 101,64 % | 198 000 | 196 000 | 197 741 | 196 210 | 199 507 CHF | 199 450 CHF | 99,99% | 99,99% |
19/11/2024 | 0,75% | 101,02 % | 101,79 % | 197 000 | 196 000 | 197 953 | 196 348 | 199 609 CHF | 199 474 CHF | 99,89% | 99,89% |
18/11/2024 | 0,76% | 101,17 % | 101,94 % | 197 000 | 196 000 | 197 215 | 195 735 | 199 458 CHF | 199 465 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 100,66 % | 101,41 % | 198 000 | 197 000 | 198 275 | 196 937 | 199 437 CHF | 199 568 CHF | 99,93% | 99,93% |
14/11/2024 | 0,75% | 99,81 % | 100,56 % | 200 000 | 198 000 | 201 346 | 199 809 | 199 509 CHF | 199 479 CHF | 99,91% | 99,91% |
13/11/2024 | 0,75% | 97,03 % | 97,76 % | 206 000 | 204 000 | 206 600 | 205 874 | 198 741 CHF | 199 528 CHF | 99,96% | 99,96% |
12/11/2024 | 0,75% | 93,69 % | 94,40 % | 213 000 | 211 000 | 209 970 | 208 398 | 199 536 CHF | 199 529 CHF | 99,95% | 99,95% |
11/11/2024 | 0,75% | 98,32 % | 99,07 % | 203 000 | 201 000 | 203 056 | 201 483 | 199 533 CHF | 199 479 CHF | 99,98% | 99,98% |
08/11/2024 | 0,75% | 94,97 % | 95,68 % | 210 000 | 209 000 | 206 177 | 204 625 | 199 513 CHF | 199 500 CHF | 99,97% | 99,97% |
07/11/2024 | 0,75% | 99,90 % | 100,65 % | 200 000 | 198 000 | 199 883 | 198 411 | 199 513 CHF | 199 531 CHF | 99,98% | 99,98% |