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% | 94,39 % | 95,10 % | 211 000 | 210 000 | 209 321 | 207 871 | 199 489 CHF | 199 593 CHF | 99,99% | 99,99% |
19/11/2024 | 0,75% | 95,16 % | 95,87 % | 210 000 | 208 000 | 209 766 | 208 111 | 199 571 CHF | 199 481 CHF | 99,97% | 99,97% |
18/11/2024 | 0,76% | 95,76 % | 96,49 % | 208 000 | 207 000 | 207 390 | 205 738 | 199 561 CHF | 199 473 CHF | 99,98% | 99,98% |
15/11/2024 | 0,75% | 96,48 % | 97,21 % | 207 000 | 205 000 | 205 671 | 203 933 | 199 584 CHF | 199 386 CHF | 99,95% | 99,95% |
14/11/2024 | 0,75% | 98,49 % | 99,24 % | 203 000 | 201 000 | 202 995 | 201 566 | 199 481 CHF | 199 562 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 98,41 % | 99,16 % | 203 000 | 201 000 | 202 357 | 200 652 | 199 635 CHF | 199 455 CHF | 99,99% | 99,99% |
12/11/2024 | 0,75% | 98,42 % | 99,17 % | 203 000 | 201 000 | 202 982 | 201 196 | 199 634 CHF | 199 373 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 98,56 % | 99,31 % | 202 000 | 201 000 | 202 538 | 200 803 | 199 659 CHF | 199 454 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 98,04 % | 98,77 % | 203 000 | 202 000 | 203 100 | 201 771 | 199 409 CHF | 199 586 CHF | 99,97% | 99,97% |
07/11/2024 | 0,76% | 98,63 % | 99,38 % | 202 000 | 201 000 | 202 357 | 201 000 | 199 422 CHF | 199 593 CHF | 99,99% | 99,99% |