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% | 85,83 % | 86,48 % | 233 000 | 231 000 | 231 856 | 230 064 | 199 611 CHF | 199 563 CHF | 99,98% | 99,98% |
19/11/2024 | 0,76% | 85,57 % | 86,22 % | 233 000 | 231 000 | 233 727 | 232 015 | 199 558 CHF | 199 599 CHF | 99,94% | 99,94% |
18/11/2024 | 0,76% | 85,85 % | 86,50 % | 232 000 | 231 000 | 232 901 | 231 152 | 199 607 CHF | 199 610 CHF | 99,98% | 99,98% |
15/11/2024 | 0,75% | 85,84 % | 86,49 % | 232 000 | 231 000 | 229 864 | 228 166 | 199 577 CHF | 199 588 CHF | 99,99% | 99,99% |
14/11/2024 | 0,75% | 88,23 % | 88,90 % | 226 000 | 224 000 | 227 636 | 225 863 | 199 537 CHF | 199 470 CHF | 99,92% | 99,92% |
13/11/2024 | 0,75% | 86,62 % | 87,27 % | 230 000 | 229 000 | 231 089 | 229 422 | 199 511 CHF | 199 564 CHF | 99,93% | 99,93% |
12/11/2024 | 0,75% | 86,79 % | 87,44 % | 230 000 | 228 000 | 228 503 | 226 834 | 199 513 CHF | 199 537 CHF | 99,97% | 99,97% |
11/11/2024 | 0,75% | 88,54 % | 89,21 % | 225 000 | 224 000 | 224 588 | 223 057 | 199 522 CHF | 199 656 CHF | 99,97% | 99,97% |
08/11/2024 | 0,76% | 88,07 % | 88,74 % | 227 000 | 225 000 | 226 232 | 224 436 | 199 622 CHF | 199 541 CHF | 99,95% | 99,95% |
07/11/2024 | 0,75% | 89,08 % | 89,75 % | 224 000 | 222 000 | 223 270 | 221 564 | 199 610 CHF | 199 570 CHF | 99,99% | 99,99% |