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% | 97,29 % | 98,02 % | 205 000 | 204 000 | 205 017 | 203 306 | 199 548 CHF | 199 367 CHF | 99,99% | 99,99% |
19/11/2024 | 0,75% | 96,91 % | 97,64 % | 206 000 | 204 000 | 205 489 | 203 949 | 199 549 CHF | 199 543 CHF | 99,97% | 99,97% |
18/11/2024 | 0,75% | 97,28 % | 98,01 % | 205 000 | 204 000 | 205 205 | 203 793 | 199 482 CHF | 199 596 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 97,01 % | 97,74 % | 206 000 | 204 000 | 205 180 | 203 716 | 199 456 CHF | 199 519 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 97,60 % | 98,33 % | 204 000 | 203 000 | 204 877 | 203 161 | 199 601 CHF | 199 411 CHF | 99,96% | 99,96% |
13/11/2024 | 0,75% | 97,46 % | 98,19 % | 205 000 | 203 000 | 204 635 | 203 129 | 199 487 CHF | 199 502 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 97,46 % | 98,19 % | 205 000 | 203 000 | 204 063 | 202 833 | 199 430 CHF | 199 709 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 97,84 % | 98,57 % | 204 000 | 202 000 | 203 972 | 202 297 | 199 642 CHF | 199 479 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 96,83 % | 97,56 % | 206 000 | 205 000 | 206 027 | 204 802 | 199 319 CHF | 199 629 CHF | 99,98% | 99,98% |
07/11/2024 | 0,74% | 97,38 % | 98,11 % | 205 000 | 203 000 | 204 070 | 202 753 | 199 372 CHF | 199 565 CHF | 99,97% | 99,97% |