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% | 99,26 % | 100,01 % | 201 000 | 199 000 | 200 585 | 199 000 | 199 616 CHF | 199 531 CHF | 99,99% | 99,99% |
19/11/2024 | 0,75% | 99,52 % | 100,27 % | 200 000 | 199 000 | 200 732 | 199 019 | 199 614 CHF | 199 403 CHF | 99,93% | 99,93% |
18/11/2024 | 0,75% | 99,52 % | 100,27 % | 200 000 | 199 000 | 200 980 | 199 001 | 199 742 CHF | 199 269 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 99,32 % | 100,07 % | 201 000 | 199 000 | 201 000 | 199 270 | 199 613 CHF | 199 389 CHF | 99,98% | 99,98% |
14/11/2024 | 0,75% | 99,39 % | 100,14 % | 201 000 | 199 000 | 200 840 | 199 000 | 199 769 CHF | 199 432 CHF | 99,98% | 99,98% |
13/11/2024 | 0,75% | 99,38 % | 100,13 % | 201 000 | 199 000 | 201 000 | 199 318 | 199 595 CHF | 199 420 CHF | 99,97% | 99,97% |
12/11/2024 | 0,75% | 99,50 % | 100,25 % | 201 000 | 199 000 | 200 485 | 199 000 | 199 468 CHF | 199 483 CHF | 99,97% | 99,97% |
11/11/2024 | 0,75% | 99,61 % | 100,36 % | 200 000 | 199 000 | 200 421 | 199 000 | 199 482 CHF | 199 561 CHF | 99,93% | 99,93% |
08/11/2024 | 0,75% | 99,26 % | 100,01 % | 201 000 | 199 000 | 200 987 | 199 002 | 199 817 CHF | 199 336 CHF | 99,94% | 99,94% |
07/11/2024 | 0,75% | 99,66 % | 100,41 % | 200 000 | 199 000 | 200 000 | 199 000 | 199 292 CHF | 199 788 CHF | 100,00% | 100,00% |