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% | 94,09 % | 94,80 % | 212 000 | 210 000 | 210 324 | 208 795 | 199 463 CHF | 199 496 CHF | 99,98% | 99,98% |
19/11/2024 | 0,75% | 94,53 % | 95,24 % | 211 000 | 209 000 | 210 995 | 209 311 | 199 568 CHF | 199 461 CHF | 99,93% | 99,93% |
18/11/2024 | 0,74% | 95,23 % | 95,94 % | 210 000 | 208 000 | 209 230 | 207 820 | 199 412 CHF | 199 548 CHF | 99,99% | 99,99% |
15/11/2024 | 0,74% | 95,17 % | 95,88 % | 210 000 | 208 000 | 209 446 | 208 032 | 199 463 CHF | 199 594 CHF | 99,98% | 99,98% |
14/11/2024 | 0,75% | 95,27 % | 95,98 % | 209 000 | 208 000 | 210 403 | 208 792 | 199 549 CHF | 199 504 CHF | 99,93% | 99,93% |
13/11/2024 | 0,75% | 94,26 % | 94,97 % | 212 000 | 210 000 | 211 691 | 210 091 | 199 517 CHF | 199 500 CHF | 99,93% | 99,93% |
12/11/2024 | 0,75% | 93,77 % | 94,48 % | 213 000 | 211 000 | 211 193 | 209 784 | 199 477 CHF | 199 636 CHF | 99,92% | 99,92% |
11/11/2024 | 0,75% | 95,59 % | 96,31 % | 209 000 | 207 000 | 208 880 | 207 312 | 199 507 CHF | 199 501 CHF | 99,94% | 99,94% |
08/11/2024 | 0,75% | 94,78 % | 95,49 % | 211 000 | 209 000 | 210 152 | 208 655 | 199 527 CHF | 199 587 CHF | 99,99% | 99,99% |
07/11/2024 | 0,75% | 96,50 % | 97,23 % | 207 000 | 205 000 | 206 622 | 205 286 | 199 379 CHF | 199 586 CHF | 99,97% | 99,97% |