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% | 94,32 % | 95,03 % | 212 000 | 210 000 | 210 715 | 209 148 | 199 527 CHF | 199 529 CHF | 99,92% | 99,92% |
19/11/2024 | 0,75% | 94,54 % | 95,25 % | 211 000 | 209 000 | 210 520 | 209 034 | 199 481 CHF | 199 558 CHF | 99,97% | 99,97% |
18/11/2024 | 0,75% | 96,34 % | 97,07 % | 207 000 | 206 000 | 207 225 | 205 534 | 199 601 CHF | 199 472 CHF | 99,94% | 99,94% |
15/11/2024 | 0,75% | 95,39 % | 96,10 % | 209 000 | 208 000 | 208 178 | 206 464 | 199 607 CHF | 199 460 CHF | 99,94% | 99,94% |
14/11/2024 | 0,75% | 96,88 % | 97,61 % | 206 000 | 204 000 | 196 091 | 204 261 | 190 072 CHF | 199 519 CHF | 99,90% | 99,90% |
13/11/2024 | 0,75% | 96,21 % | 96,94 % | 207 000 | 206 000 | 206 756 | 205 243 | 199 487 CHF | 199 524 CHF | 99,99% | 99,99% |
12/11/2024 | 0,75% | 96,51 % | 97,24 % | 207 000 | 205 000 | 206 139 | 204 753 | 199 413 CHF | 199 568 CHF | 99,98% | 99,98% |
11/11/2024 | 0,74% | 97,55 % | 98,28 % | 205 000 | 203 000 | 203 833 | 202 127 | 199 597 CHF | 199 402 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 97,09 % | 97,82 % | 205 000 | 204 000 | 204 675 | 203 276 | 199 438 CHF | 199 558 CHF | 99,99% | 99,99% |
07/11/2024 | 0,74% | 97,81 % | 98,54 % | 204 000 | 202 000 | 203 677 | 201 993 | 199 577 CHF | 199 407 CHF | 99,99% | 99,99% |