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% | 86.44 % | 87.09 % | 173'000 | 172'000 | 173'236 | 171'917 | 149'595 CHF | 149'574 CHF | 99.97% | 99.97% |
19.11.2024 | 0.75% | 86.37 % | 87.02 % | 173'000 | 172'000 | 172'446 | 171'163 | 149'559 CHF | 149'559 CHF | 99.99% | 99.99% |
18.11.2024 | 0.74% | 86.94 % | 87.59 % | 172'000 | 171'000 | 171'401 | 170'170 | 149'511 CHF | 149'546 CHF | 99.97% | 99.97% |
15.11.2024 | 0.76% | 87.40 % | 88.05 % | 171'000 | 170'000 | 169'420 | 168'188 | 149'482 CHF | 149'520 CHF | 99.96% | 99.96% |
14.11.2024 | 0.75% | 89.40 % | 90.07 % | 167'000 | 166'000 | 167'782 | 166'691 | 149'402 CHF | 149'547 CHF | 99.98% | 99.98% |
13.11.2024 | 0.76% | 87.99 % | 88.66 % | 170'000 | 169'000 | 169'839 | 168'648 | 149'520 CHF | 149'598 CHF | 99.97% | 99.97% |
12.11.2024 | 0.74% | 88.75 % | 89.42 % | 169'000 | 167'000 | 166'501 | 165'352 | 149'491 CHF | 149'567 CHF | 99.99% | 99.99% |
11.11.2024 | 0.75% | 89.56 % | 90.23 % | 167'000 | 166'000 | 165'731 | 164'637 | 149'490 CHF | 149'618 CHF | 99.98% | 99.98% |
08.11.2024 | 0.75% | 89.32 % | 89.99 % | 167'000 | 166'000 | 167'702 | 166'328 | 149'645 CHF | 149'533 CHF | 99.95% | 99.95% |
07.11.2024 | 0.75% | 89.18 % | 89.85 % | 168'000 | 166'000 | 169'056 | 167'824 | 149'536 CHF | 149'568 CHF | 99.98% | 99.98% |