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% | 80,68 % | 81,29 % | 247 000 | 246 000 | 245 518 | 243 650 | 199 612 CHF | 199 581 CHF | 99,97% | 99,97% |
19/11/2024 | 0,75% | 81,60 % | 82,21 % | 245 000 | 243 000 | 244 888 | 243 030 | 199 619 CHF | 199 591 CHF | 99,93% | 99,93% |
18/11/2024 | 0,75% | 82,37 % | 82,99 % | 242 000 | 240 000 | 242 668 | 240 883 | 199 549 CHF | 199 565 CHF | 99,97% | 99,97% |
15/11/2024 | 0,75% | 83,10 % | 83,73 % | 240 000 | 238 000 | 238 756 | 236 938 | 199 637 CHF | 199 609 CHF | 99,96% | 99,96% |
14/11/2024 | 0,75% | 83,51 % | 84,14 % | 239 000 | 237 000 | 243 033 | 241 207 | 199 579 CHF | 199 577 CHF | 99,98% | 99,98% |
13/11/2024 | 0,75% | 81,12 % | 81,73 % | 246 000 | 244 000 | 245 316 | 243 429 | 199 597 CHF | 199 547 CHF | 99,96% | 99,96% |
12/11/2024 | 0,74% | 80,83 % | 81,44 % | 247 000 | 245 000 | 243 984 | 242 151 | 199 614 CHF | 199 594 CHF | 99,97% | 99,97% |
11/11/2024 | 0,75% | 83,07 % | 83,70 % | 240 000 | 238 000 | 239 427 | 237 648 | 199 549 CHF | 199 563 CHF | 99,99% | 99,99% |
08/11/2024 | 0,75% | 82,20 % | 82,82 % | 243 000 | 241 000 | 242 572 | 240 719 | 199 601 CHF | 199 568 CHF | 99,95% | 99,95% |
07/11/2024 | 0,75% | 83,69 % | 84,32 % | 238 000 | 237 000 | 239 181 | 237 408 | 199 569 CHF | 199 586 CHF | 99,94% | 99,94% |