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 | 0,75% | 93,00 % | 93,70 % | 215 000 | 213 000 | 213 566 | 211 954 | 199 534 CHF | 199 528 CHF | 99,98% | 99,98% |
19/11/2024 | 0,75% | 91,53 % | 92,22 % | 218 000 | 216 000 | 217 514 | 216 042 | 199 488 CHF | 199 628 CHF | 99,95% | 99,95% |
18/11/2024 | 0,75% | 92,97 % | 93,67 % | 215 000 | 213 000 | 215 161 | 213 605 | 199 498 CHF | 199 542 CHF | 99,99% | 99,99% |
15/11/2024 | 0,76% | 90,66 % | 91,35 % | 220 000 | 218 000 | 219 882 | 218 347 | 199 520 CHF | 199 630 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 90,34 % | 91,02 % | 221 000 | 219 000 | 221 254 | 219 576 | 199 496 CHF | 199 470 CHF | 99,97% | 99,97% |
13/11/2024 | 0,75% | 89,68 % | 90,35 % | 223 000 | 221 000 | 221 689 | 220 070 | 199 562 CHF | 199 586 CHF | 99,92% | 99,92% |
12/11/2024 | 0,75% | 89,48 % | 90,15 % | 223 000 | 221 000 | 218 938 | 217 246 | 199 599 CHF | 199 550 CHF | 99,97% | 99,97% |
11/11/2024 | 0,75% | 93,78 % | 94,49 % | 213 000 | 211 000 | 211 462 | 209 799 | 199 565 CHF | 199 484 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 93,67 % | 94,38 % | 213 000 | 211 000 | 212 536 | 210 812 | 199 594 CHF | 199 472 CHF | 99,99% | 99,99% |
07/11/2024 | 0,75% | 94,50 % | 95,21 % | 211 000 | 210 000 | 213 663 | 211 964 | 199 593 CHF | 199 499 CHF | 99,98% | 99,98% |