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% | 87,33 % | 87,98 % | 229 000 | 227 000 | 226 571 | 224 838 | 199 571 CHF | 199 540 CHF | 99,96% | 99,96% |
19/11/2024 | 0,75% | 87,96 % | 88,63 % | 227 000 | 225 000 | 225 912 | 224 125 | 199 595 CHF | 199 517 CHF | 99,96% | 99,96% |
18/11/2024 | 0,75% | 90,46 % | 91,15 % | 221 000 | 219 000 | 220 959 | 219 311 | 199 520 CHF | 199 521 CHF | 99,96% | 99,96% |
15/11/2024 | 0,75% | 89,28 % | 89,95 % | 224 000 | 222 000 | 221 937 | 220 288 | 199 577 CHF | 199 579 CHF | 99,93% | 99,93% |
14/11/2024 | 0,75% | 91,13 % | 91,82 % | 219 000 | 217 000 | 219 273 | 217 622 | 199 529 CHF | 199 516 CHF | 99,92% | 99,92% |
13/11/2024 | 0,75% | 89,88 % | 90,55 % | 222 000 | 220 000 | 221 362 | 219 667 | 199 583 CHF | 199 545 CHF | 99,99% | 99,99% |
12/11/2024 | 0,76% | 90,38 % | 91,06 % | 221 000 | 219 000 | 219 891 | 218 119 | 199 607 CHF | 199 504 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 91,92 % | 92,61 % | 217 000 | 215 000 | 215 592 | 214 139 | 199 450 CHF | 199 592 CHF | 99,98% | 99,98% |
08/11/2024 | 0,74% | 92,10 % | 92,79 % | 217 000 | 204 000 | 215 799 | 203 769 | 199 464 CHF | 189 751 CHF | 99,99% | 99,99% |
07/11/2024 | 0,75% | 92,65 % | 93,34 % | 215 000 | 214 000 | 214 387 | 212 836 | 199 533 CHF | 199 584 CHF | 99,99% | 99,99% |