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 | 0.76% | 93.25 % | 93.96 % | 160'000 | 159'000 | 160'399 | 159'088 | 149'549 CHF | 149'454 CHF | 99.99% | 99.99% |
19.11.2024 | 0.75% | 93.07 % | 93.77 % | 161'000 | 159'000 | 160'681 | 159'500 | 149'544 CHF | 149'559 CHF | 99.95% | 99.95% |
18.11.2024 | 0.75% | 93.60 % | 94.31 % | 160'000 | 159'000 | 159'587 | 158'442 | 149'541 CHF | 149'592 CHF | 99.99% | 99.99% |
15.11.2024 | 0.75% | 94.01 % | 94.72 % | 159'000 | 158'000 | 159'233 | 158'068 | 149'407 CHF | 149'436 CHF | 99.98% | 99.98% |
14.11.2024 | 0.75% | 94.69 % | 95.40 % | 158'000 | 157'000 | 158'040 | 156'961 | 149'526 CHF | 149'620 CHF | 99.95% | 99.95% |
13.11.2024 | 0.75% | 94.95 % | 95.66 % | 157'000 | 156'000 | 157'844 | 156'746 | 149'543 CHF | 149'616 CHF | 99.98% | 99.98% |
12.11.2024 | 0.74% | 94.82 % | 95.53 % | 158'000 | 157'000 | 157'244 | 156'024 | 149'646 CHF | 149'593 CHF | 99.89% | 99.89% |
11.11.2024 | 0.76% | 95.88 % | 96.61 % | 156'000 | 155'000 | 155'701 | 154'589 | 149'612 CHF | 149'672 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 95.83 % | 96.56 % | 156'000 | 155'000 | 155'848 | 154'818 | 149'470 CHF | 149'612 CHF | 99.94% | 99.94% |
07.11.2024 | 0.76% | 95.96 % | 96.69 % | 156'000 | 155'000 | 155'814 | 154'513 | 149'640 CHF | 149'519 CHF | 99.94% | 99.94% |