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 | 0,74% | 81,31 % | 81,92 % | 245 000 | 244 000 | 244 550 | 242 738 | 199 582 CHF | 199 584 CHF | 99,98% | 99,98% |
19/11/2024 | 0,75% | 81,27 % | 81,88 % | 246 000 | 244 000 | 245 308 | 243 445 | 199 611 CHF | 199 584 CHF | 99,90% | 99,90% |
18/11/2024 | 0,75% | 82,31 % | 82,93 % | 242 000 | 241 000 | 243 111 | 241 303 | 199 651 CHF | 199 652 CHF | 99,98% | 99,98% |
15/11/2024 | 0,75% | 82,14 % | 82,76 % | 243 000 | 241 000 | 240 329 | 238 485 | 199 599 CHF | 199 565 CHF | 99,91% | 99,91% |
14/11/2024 | 0,75% | 87,22 % | 87,87 % | 229 000 | 227 000 | 230 665 | 228 968 | 199 516 CHF | 199 537 CHF | 99,92% | 99,92% |
13/11/2024 | 0,75% | 85,41 % | 86,06 % | 234 000 | 232 000 | 234 658 | 232 919 | 199 604 CHF | 199 616 CHF | 99,97% | 99,97% |
12/11/2024 | 0,75% | 85,44 % | 86,09 % | 234 000 | 212 000 | 232 772 | 222 956 | 199 598 CHF | 192 601 CHF | 99,92% | 99,92% |
11/11/2024 | 0,74% | 86,97 % | 87,62 % | 229 000 | 228 000 | 228 648 | 227 088 | 199 548 CHF | 199 662 CHF | 99,93% | 99,93% |
08/11/2024 | 0,75% | 86,44 % | 87,09 % | 231 000 | 229 000 | 230 160 | 228 437 | 199 557 CHF | 199 548 CHF | 99,88% | 99,88% |
07/11/2024 | 0,76% | 87,61 % | 88,27 % | 228 000 | 226 000 | 226 643 | 224 812 | 199 598 CHF | 199 488 CHF | 99,92% | 99,92% |