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% | 85,34 % | 85,99 % | 230 000 | 230 000 | 230 729 | 230 000 | 197 265 CHF | 198 135 CHF | 99,96% | 99,96% |
19/11/2024 | 0,75% | 86,25 % | 86,90 % | 230 000 | 230 000 | 229 405 | 227 461 | 197 955 CHF | 197 751 CHF | 99,95% | 99,95% |
18/11/2024 | 0,75% | 88,28 % | 88,95 % | 225 000 | 220 000 | 222 924 | 221 004 | 197 832 CHF | 197 613 CHF | 99,94% | 99,94% |
15/11/2024 | 0,75% | 88,42 % | 89,09 % | 225 000 | 220 000 | 225 040 | 222 352 | 198 280 CHF | 197 383 CHF | 99,98% | 99,98% |
14/11/2024 | 0,75% | 87,21 % | 87,86 % | 225 000 | 225 000 | 229 285 | 227 799 | 197 669 CHF | 197 864 CHF | 99,98% | 99,98% |
13/11/2024 | 0,75% | 85,08 % | 85,72 % | 235 000 | 230 000 | 234 736 | 231 837 | 198 610 CHF | 197 620 CHF | 99,95% | 99,95% |
12/11/2024 | 0,74% | 83,77 % | 84,40 % | 235 000 | 235 000 | 234 978 | 232 173 | 198 525 CHF | 197 614 CHF | 99,92% | 99,92% |
11/11/2024 | 0,75% | 86,92 % | 87,57 % | 230 000 | 225 000 | 228 016 | 225 571 | 197 947 CHF | 197 294 CHF | 99,99% | 99,99% |
08/11/2024 | 0,75% | 85,83 % | 86,48 % | 230 000 | 230 000 | 226 479 | 224 470 | 197 854 CHF | 197 573 CHF | 99,91% | 99,91% |
07/11/2024 | 0,75% | 92,79 % | 93,48 % | 215 000 | 210 000 | 213 972 | 211 668 | 197 959 CHF | 197 293 CHF | 99,94% | 99,94% |