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 | 0,76% | 98,50 % | 99,25 % | 203 000 | 201 000 | 193 613 | 200 762 | 191 075 CHF | 199 645 CHF | 99,98% | 99,98% |
19/11/2024 | 0,76% | 99,02 % | 99,77 % | 201 000 | 200 000 | 194 740 | 200 006 | 192 635 CHF | 199 347 CHF | 99,94% | 99,94% |
18/11/2024 | 0,76% | 98,87 % | 99,62 % | 202 000 | 200 000 | 202 000 | 200 025 | 199 657 CHF | 199 205 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 98,67 % | 99,42 % | 202 000 | 201 000 | 198 971 | 199 440 | 197 712 CHF | 199 663 CHF | 99,67% | 100,00% |
14/11/2024 | 0,75% | 99,82 % | 100,57 % | 200 000 | 198 000 | 200 000 | 198 349 | 199 554 CHF | 199 394 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 99,45 % | 100,20 % | 201 000 | 199 000 | 201 000 | 199 570 | 199 511 CHF | 199 588 CHF | 99,92% | 99,92% |
12/11/2024 | 0,75% | 99,12 % | 99,87 % | 201 000 | 200 000 | 195 647 | 199 071 | 194 604 CHF | 199 510 CHF | 99,98% | 99,98% |
11/11/2024 | 0,75% | 99,65 % | 100,40 % | 200 000 | 199 000 | 199 720 | 198 516 | 199 370 CHF | 199 657 CHF | 99,99% | 99,99% |
08/11/2024 | 0,75% | 99,83 % | 100,58 % | 200 000 | 198 000 | 199 489 | 198 000 | 199 492 CHF | 199 488 CHF | 99,98% | 99,98% |
07/11/2024 | 0,75% | 100,07 % | 100,82 % | 199 000 | 198 000 | 199 094 | 198 000 | 199 264 CHF | 199 653 CHF | 100,00% | 100,00% |