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% | 82,36 % | 82,98 % | 242 000 | 241 000 | 241 943 | 240 155 | 199 592 CHF | 199 609 CHF | 99,97% | 99,97% |
19/11/2024 | 0,75% | 84,00 % | 84,63 % | 238 000 | 236 000 | 238 179 | 236 422 | 199 591 CHF | 199 609 CHF | 99,94% | 99,94% |
18/11/2024 | 0,75% | 86,57 % | 87,22 % | 231 000 | 229 000 | 228 760 | 227 018 | 199 559 CHF | 199 529 CHF | 99,98% | 99,98% |
15/11/2024 | 0,75% | 87,25 % | 87,90 % | 229 000 | 227 000 | 228 567 | 226 837 | 199 552 CHF | 199 532 CHF | 99,97% | 99,97% |
14/11/2024 | 0,75% | 85,75 % | 86,40 % | 233 000 | 231 000 | 241 080 | 239 226 | 199 622 CHF | 199 579 CHF | 99,91% | 99,91% |
13/11/2024 | 0,75% | 80,01 % | 80,62 % | 249 000 | 248 000 | 249 949 | 250 533 | 197 638 CHF | 199 589 CHF | 99,87% | 99,87% |
12/11/2024 | 0,75% | 79,12 % | 79,71 % | 252 000 | 250 000 | 248 614 | 246 733 | 199 637 CHF | 199 618 CHF | 99,98% | 99,98% |
11/11/2024 | 0,75% | 85,01 % | 85,65 % | 235 000 | 233 000 | 235 877 | 234 057 | 199 568 CHF | 199 518 CHF | 99,97% | 99,97% |
08/11/2024 | 0,75% | 83,14 % | 83,77 % | 240 000 | 238 000 | 233 383 | 231 611 | 199 561 CHF | 199 537 CHF | 99,92% | 99,92% |
07/11/2024 | 0,75% | 92,05 % | 92,74 % | 217 000 | 215 000 | 217 295 | 215 603 | 199 568 CHF | 199 502 CHF | 99,93% | 99,93% |