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% | 92,91 % | 93,61 % | 215 000 | 213 000 | 215 952 | 214 291 | 199 556 CHF | 199 507 CHF | 99,94% | 99,94% |
20/11/2024 | 0,75% | 89,31 % | 89,98 % | 223 000 | 222 000 | 220 402 | 218 712 | 199 555 CHF | 199 516 CHF | 99,98% | 99,98% |
19/11/2024 | 0,75% | 88,86 % | 89,53 % | 225 000 | 223 000 | 211 835 | 217 990 | 192 532 CHF | 199 491 CHF | 99,92% | 99,92% |
18/11/2024 | 0,76% | 94,84 % | 95,55 % | 210 000 | 209 000 | 211 389 | 209 853 | 199 512 CHF | 199 566 CHF | 99,95% | 99,95% |
15/11/2024 | 0,75% | 96,54 % | 97,27 % | 207 000 | 205 000 | 206 043 | 204 374 | 199 548 CHF | 199 424 CHF | 99,95% | 99,95% |
14/11/2024 | 0,75% | 97,18 % | 97,91 % | 205 000 | 204 000 | 202 282 | 200 691 | 199 523 CHF | 199 445 CHF | 99,97% | 99,97% |
13/11/2024 | 0,74% | 102,84 % | 103,61 % | 194 000 | 193 000 | 193 682 | 192 138 | 199 541 CHF | 199 430 CHF | 99,93% | 99,93% |
12/11/2024 | 0,75% | 102,72 % | 103,49 % | 194 000 | 193 000 | 192 472 | 191 022 | 199 441 CHF | 199 432 CHF | 99,97% | 99,97% |
11/11/2024 | 0,75% | 104,37 % | 105,16 % | 191 000 | 190 000 | 190 676 | 188 953 | 199 615 CHF | 199 304 CHF | 99,97% | 99,97% |
08/11/2024 | 0,75% | 104,60 % | 105,39 % | 191 000 | 189 000 | 189 918 | 188 710 | 199 345 CHF | 199 567 CHF | 99,99% | 99,99% |