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% | 97,20 % | 97,93 % | 205 000 | 204 000 | 205 387 | 203 842 | 199 507 CHF | 199 494 CHF | 99,94% | 99,94% |
19/11/2024 | 0,75% | 96,51 % | 97,24 % | 207 000 | 165 000 | 206 887 | 204 455 | 199 542 CHF | 198 688 CHF | 99,99% | 99,99% |
18/11/2024 | 0,75% | 96,98 % | 97,71 % | 206 000 | 204 000 | 205 596 | 203 974 | 199 524 CHF | 199 439 CHF | 99,97% | 99,97% |
15/11/2024 | 0,75% | 96,97 % | 97,70 % | 206 000 | 204 000 | 206 000 | 204 091 | 199 639 CHF | 199 279 CHF | 99,98% | 99,98% |
14/11/2024 | 0,75% | 97,31 % | 98,04 % | 205 000 | 203 000 | 205 570 | 203 934 | 199 570 CHF | 199 471 CHF | 99,98% | 99,98% |
13/11/2024 | 0,75% | 96,76 % | 97,49 % | 206 000 | 205 000 | 206 011 | 204 566 | 199 492 CHF | 199 588 CHF | 99,99% | 99,99% |
12/11/2024 | 0,75% | 96,90 % | 97,63 % | 206 000 | 204 000 | 205 125 | 203 523 | 199 499 CHF | 199 426 CHF | 99,97% | 99,97% |
11/11/2024 | 0,75% | 97,90 % | 98,63 % | 204 000 | 202 000 | 203 670 | 201 718 | 199 633 CHF | 199 204 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 98,11 % | 98,84 % | 203 000 | 202 000 | 203 509 | 201 993 | 199 552 CHF | 199 541 CHF | 99,94% | 99,94% |
07/11/2024 | 0,76% | 98,30 % | 99,04 % | 203 000 | 201 000 | 202 770 | 201 000 | 199 626 CHF | 199 387 CHF | 100,00% | 100,00% |