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% | 89,31 % | 89,98 % | 223 000 | 222 000 | 223 146 | 221 570 | 199 536 CHF | 199 612 CHF | 99,99% | 99,99% |
19/11/2024 | 0,75% | 89,79 % | 90,46 % | 222 000 | 221 000 | 222 173 | 220 589 | 199 503 CHF | 199 562 CHF | 99,98% | 99,98% |
18/11/2024 | 0,75% | 91,04 % | 91,73 % | 219 000 | 218 000 | 218 464 | 216 804 | 199 547 CHF | 199 526 CHF | 99,99% | 99,99% |
15/11/2024 | 0,76% | 91,06 % | 91,75 % | 219 000 | 217 000 | 219 340 | 217 661 | 199 536 CHF | 199 509 CHF | 99,99% | 99,99% |
14/11/2024 | 0,75% | 90,51 % | 91,20 % | 220 000 | 219 000 | 222 387 | 220 721 | 199 532 CHF | 199 520 CHF | 99,92% | 99,92% |
13/11/2024 | 0,75% | 88,99 % | 89,66 % | 224 000 | 223 000 | 225 088 | 223 381 | 199 594 CHF | 199 578 CHF | 99,94% | 99,94% |
12/11/2024 | 0,75% | 88,21 % | 88,88 % | 226 000 | 225 000 | 225 266 | 223 559 | 199 559 CHF | 199 545 CHF | 99,97% | 99,97% |
11/11/2024 | 0,74% | 89,92 % | 90,59 % | 222 000 | 220 000 | 221 918 | 220 257 | 199 541 CHF | 199 527 CHF | 99,99% | 99,99% |
08/11/2024 | 0,75% | 89,05 % | 89,72 % | 224 000 | 222 000 | 221 541 | 219 799 | 199 585 CHF | 199 500 CHF | 99,98% | 99,98% |
07/11/2024 | 0,76% | 93,19 % | 93,90 % | 214 000 | 212 000 | 214 004 | 212 434 | 199 496 CHF | 199 533 CHF | 99,95% | 99,95% |