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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,75% | 93,46 % | 94,17 % | 213 000 | 212 000 | 214 499 | 212 887 | 199 515 CHF | 199 507 CHF | 99,98% | 99,98% |
20/11/2024 | 0,75% | 93,67 % | 94,38 % | 213 000 | 211 000 | 211 384 | 209 903 | 199 494 CHF | 199 587 CHF | 99,97% | 99,97% |
19/11/2024 | 0,75% | 94,81 % | 95,52 % | 210 000 | 209 000 | 210 767 | 209 111 | 199 559 CHF | 199 476 CHF | 99,94% | 99,94% |
18/11/2024 | 0,75% | 96,00 % | 96,73 % | 208 000 | 206 000 | 208 397 | 206 857 | 199 538 CHF | 199 563 CHF | 99,94% | 99,94% |
15/11/2024 | 0,75% | 94,83 % | 95,54 % | 210 000 | 209 000 | 207 757 | 206 246 | 199 512 CHF | 199 556 CHF | 99,85% | 99,85% |
14/11/2024 | 0,75% | 97,19 % | 97,92 % | 205 000 | 204 000 | 206 377 | 204 944 | 199 463 CHF | 199 571 CHF | 99,98% | 99,98% |
13/11/2024 | 0,75% | 95,60 % | 96,32 % | 209 000 | 207 000 | 208 418 | 206 768 | 199 567 CHF | 199 482 CHF | 99,95% | 99,95% |
12/11/2024 | 0,76% | 95,78 % | 96,51 % | 208 000 | 207 000 | 207 732 | 205 992 | 199 604 CHF | 199 435 CHF | 99,98% | 99,98% |
11/11/2024 | 0,75% | 97,03 % | 97,76 % | 206 000 | 204 000 | 204 827 | 203 623 | 199 388 CHF | 199 702 CHF | 99,96% | 99,96% |
08/11/2024 | 0,75% | 96,98 % | 97,71 % | 206 000 | 204 000 | 205 131 | 203 843 | 199 353 CHF | 199 590 CHF | 99,98% | 99,98% |