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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,75% | 100,01 % | 100,76 % | 199 000 | 198 000 | 199 351 | 198 000 | 199 362 CHF | 199 496 CHF | 99,94% | 99,94% |
22/11/2024 | 0,75% | 99,96 % | 100,71 % | 200 000 | 198 000 | 200 000 | 197 549 | 199 563 CHF | 198 599 CHF | 99,99% | 99,99% |
20/11/2024 | 0,75% | 99,50 % | 100,25 % | 201 000 | 199 000 | 200 692 | 199 065 | 199 521 CHF | 199 397 CHF | 99,99% | 99,99% |
19/11/2024 | 0,76% | 98,95 % | 99,70 % | 202 000 | 200 000 | 202 010 | 200 199 | 199 644 CHF | 199 356 CHF | 99,93% | 99,93% |
18/11/2024 | 0,75% | 99,12 % | 99,87 % | 201 000 | 200 000 | 201 204 | 199 674 | 199 475 CHF | 199 456 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 99,12 % | 99,87 % | 201 000 | 200 000 | 201 000 | 199 642 | 199 491 CHF | 199 640 CHF | 99,99% | 99,99% |
14/11/2024 | 0,75% | 99,13 % | 99,88 % | 201 000 | 200 000 | 201 500 | 200 000 | 199 498 CHF | 199 513 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 98,72 % | 99,47 % | 202 000 | 201 000 | 201 995 | 200 110 | 199 665 CHF | 199 303 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 98,95 % | 99,70 % | 202 000 | 200 000 | 201 382 | 199 964 | 199 505 CHF | 199 600 CHF | 99,95% | 99,95% |
11/11/2024 | 0,75% | 99,11 % | 99,86 % | 201 000 | 200 000 | 201 129 | 199 703 | 199 422 CHF | 199 505 CHF | 100,00% | 100,00% |