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% | 99,22 % | 99,97 % | 201 000 | 200 000 | 201 002 | 199 498 | 199 475 CHF | 199 478 CHF | 99,98% | 99,98% |
19/11/2024 | 0,75% | 99,26 % | 100,01 % | 201 000 | 199 000 | 200 955 | 199 409 | 199 501 CHF | 199 461 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 99,45 % | 100,20 % | 201 000 | 199 000 | 200 894 | 199 000 | 199 691 CHF | 199 301 CHF | 99,99% | 99,99% |
15/11/2024 | 0,75% | 99,39 % | 100,14 % | 201 000 | 199 000 | 200 213 | 199 000 | 199 352 CHF | 199 636 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 99,49 % | 100,24 % | 201 000 | 199 000 | 200 441 | 199 000 | 199 480 CHF | 199 538 CHF | 99,97% | 99,97% |
13/11/2024 | 0,75% | 99,49 % | 100,24 % | 201 000 | 199 000 | 200 981 | 199 006 | 199 774 CHF | 199 303 CHF | 99,99% | 99,99% |
12/11/2024 | 0,75% | 99,26 % | 100,01 % | 201 000 | 199 000 | 200 955 | 199 025 | 199 846 CHF | 199 420 CHF | 99,99% | 99,99% |
11/11/2024 | 0,75% | 99,64 % | 100,39 % | 200 000 | 199 000 | 200 001 | 198 896 | 199 282 CHF | 199 672 CHF | 99,99% | 99,99% |
08/11/2024 | 0,75% | 99,53 % | 100,28 % | 200 000 | 199 000 | 200 575 | 199 000 | 199 546 CHF | 199 472 CHF | 99,97% | 99,97% |
07/11/2024 | 0,75% | 99,25 % | 100,00 % | 201 000 | 200 000 | 201 000 | 199 395 | 199 565 CHF | 199 467 CHF | 100,00% | 100,00% |