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 | 0,74% | 103,42 % | 104,19 % | 193 000 | 191 000 | 192 649 | 191 300 | 199 228 CHF | 199 305 CHF | 99,98% | 99,98% |
19/11/2024 | 0,74% | 103,09 % | 103,86 % | 194 000 | 192 000 | 193 551 | 191 962 | 199 618 CHF | 199 457 CHF | 99,99% | 99,99% |
18/11/2024 | 0,74% | 103,39 % | 104,16 % | 193 000 | 192 000 | 193 000 | 191 923 | 199 543 CHF | 199 907 CHF | 99,98% | 99,98% |
15/11/2024 | 0,75% | 103,47 % | 104,24 % | 193 000 | 191 000 | 193 000 | 191 000 | 199 854 CHF | 199 269 CHF | 99,99% | 99,99% |
14/11/2024 | 0,75% | 103,75 % | 104,54 % | 192 000 | 191 000 | 192 398 | 191 000 | 199 433 CHF | 199 480 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 103,57 % | 104,35 % | 193 000 | 191 000 | 193 000 | 191 000 | 199 837 CHF | 199 251 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 103,60 % | 104,38 % | 193 000 | 191 000 | 192 096 | 191 000 | 199 238 CHF | 199 608 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 103,91 % | 104,70 % | 192 000 | 191 000 | 192 000 | 190 980 | 199 503 CHF | 199 952 CHF | 99,98% | 99,98% |
08/11/2024 | 0,76% | 103,75 % | 104,54 % | 192 000 | 191 000 | 192 000 | 191 000 | 199 237 CHF | 199 708 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 103,92 % | 104,71 % | 192 000 | 191 000 | 192 000 | 190 123 | 199 532 CHF | 199 082 CHF | 99,97% | 99,97% |