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% | 81,68 % | 82,29 % | 244 000 | 243 000 | 240 941 | 239 175 | 199 545 CHF | 199 576 CHF | 99,98% | 99,98% |
19/11/2024 | 0,75% | 83,57 % | 84,20 % | 239 000 | 237 000 | 238 062 | 236 253 | 199 601 CHF | 199 575 CHF | 99,92% | 99,92% |
18/11/2024 | 0,75% | 83,75 % | 84,38 % | 238 000 | 237 000 | 239 032 | 237 204 | 199 598 CHF | 199 565 CHF | 99,99% | 99,99% |
15/11/2024 | 0,75% | 83,21 % | 83,84 % | 240 000 | 238 000 | 239 104 | 237 307 | 199 547 CHF | 199 542 CHF | 99,99% | 99,99% |
14/11/2024 | 0,75% | 83,63 % | 84,26 % | 239 000 | 237 000 | 240 928 | 239 119 | 199 571 CHF | 199 568 CHF | 99,89% | 99,89% |
13/11/2024 | 0,75% | 83,19 % | 83,82 % | 240 000 | 238 000 | 237 582 | 235 803 | 199 577 CHF | 199 570 CHF | 99,98% | 99,98% |
12/11/2024 | 0,74% | 85,27 % | 85,92 % | 234 000 | 232 000 | 228 414 | 226 668 | 199 588 CHF | 199 543 CHF | 99,95% | 99,95% |
11/11/2024 | 0,75% | 94,22 % | 94,93 % | 212 000 | 210 000 | 211 436 | 209 741 | 199 616 CHF | 199 505 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 93,32 % | 94,03 % | 214 000 | 212 000 | 212 759 | 211 042 | 199 637 CHF | 199 525 CHF | 99,98% | 99,98% |
07/11/2024 | 0,75% | 93,96 % | 94,67 % | 212 000 | 211 000 | 210 856 | 209 477 | 199 391 CHF | 199 577 CHF | 99,98% | 99,98% |