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% | 86.53 % | 87.18 % | 173'000 | 172'000 | 171'634 | 170'285 | 149'623 CHF | 149'560 CHF | 99.97% | 99.97% |
19.11.2024 | 0.75% | 87.06 % | 87.71 % | 172'000 | 171'000 | 170'967 | 169'671 | 149'617 CHF | 149'595 CHF | 99.93% | 99.93% |
18.11.2024 | 0.74% | 90.06 % | 90.73 % | 166'000 | 165'000 | 166'297 | 165'085 | 149'496 CHF | 149'513 CHF | 99.97% | 99.97% |
15.11.2024 | 0.75% | 88.76 % | 89.43 % | 168'000 | 167'000 | 166'415 | 165'207 | 149'510 CHF | 149'538 CHF | 99.95% | 99.95% |
14.11.2024 | 0.75% | 91.39 % | 92.08 % | 164'000 | 162'000 | 164'605 | 163'366 | 149'563 CHF | 149'552 CHF | 99.97% | 99.97% |
13.11.2024 | 0.75% | 89.46 % | 90.13 % | 167'000 | 166'000 | 166'748 | 165'506 | 149'520 CHF | 149'517 CHF | 99.96% | 99.96% |
12.11.2024 | 0.75% | 89.92 % | 90.59 % | 166'000 | 165'000 | 165'192 | 163'921 | 149'512 CHF | 149'482 CHF | 99.98% | 99.98% |
11.11.2024 | 0.74% | 91.92 % | 92.61 % | 163'000 | 161'000 | 161'773 | 160'603 | 149'597 CHF | 149'624 CHF | 99.97% | 99.97% |
08.11.2024 | 0.75% | 91.87 % | 92.56 % | 163'000 | 162'000 | 162'319 | 160'979 | 149'586 CHF | 149'462 CHF | 99.99% | 99.99% |
07.11.2024 | 0.75% | 92.50 % | 93.19 % | 162'000 | 160'000 | 161'221 | 159'980 | 149'600 CHF | 149'560 CHF | 100.00% | 100.00% |