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% | 86,74 % | 87,39 % | 230 000 | 228 000 | 227 939 | 226 179 | 199 579 CHF | 199 525 CHF | 99,96% | 99,96% |
19/11/2024 | 0,75% | 87,53 % | 88,19 % | 228 000 | 226 000 | 227 034 | 225 228 | 199 582 CHF | 199 486 CHF | 99,86% | 99,86% |
18/11/2024 | 0,74% | 90,20 % | 90,87 % | 221 000 | 220 000 | 221 876 | 220 132 | 199 599 CHF | 199 507 CHF | 99,96% | 99,96% |
15/11/2024 | 0,75% | 88,65 % | 89,32 % | 225 000 | 223 000 | 223 121 | 221 450 | 199 557 CHF | 199 546 CHF | 99,91% | 99,91% |
14/11/2024 | 0,75% | 90,83 % | 91,52 % | 220 000 | 218 000 | 220 297 | 218 652 | 199 544 CHF | 199 544 CHF | 99,98% | 99,98% |
13/11/2024 | 0,75% | 89,34 % | 90,01 % | 223 000 | 222 000 | 222 701 | 221 164 | 199 488 CHF | 199 592 CHF | 99,96% | 99,96% |
12/11/2024 | 0,75% | 89,73 % | 90,40 % | 222 000 | 221 000 | 221 202 | 219 612 | 199 521 CHF | 199 570 CHF | 99,99% | 99,99% |
11/11/2024 | 0,75% | 91,35 % | 92,04 % | 218 000 | 217 000 | 217 076 | 215 703 | 199 455 CHF | 199 682 CHF | 99,97% | 99,97% |
08/11/2024 | 0,75% | 91,36 % | 92,05 % | 218 000 | 217 000 | 217 666 | 215 932 | 199 559 CHF | 199 459 CHF | 99,94% | 99,94% |
07/11/2024 | 0,74% | 92,03 % | 92,72 % | 217 000 | 215 000 | 216 097 | 214 601 | 199 496 CHF | 199 596 CHF | 99,95% | 99,95% |