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% | 70.47 % | 71.00 % | 156'000 | 154'000 | 155'086 | 153'895 | 109'648 CHF | 109'622 CHF | 99.94% | 99.94% |
19.11.2024 | 0.75% | 72.29 % | 72.84 % | 152'000 | 151'000 | 153'370 | 152'239 | 109'662 CHF | 109'667 CHF | 99.98% | 99.98% |
18.11.2024 | 0.75% | 74.60 % | 75.16 % | 147'000 | 146'000 | 147'240 | 146'064 | 109'678 CHF | 109'621 CHF | 99.95% | 99.95% |
15.11.2024 | 0.75% | 74.55 % | 75.11 % | 147'000 | 146'000 | 145'252 | 144'171 | 109'605 CHF | 109'610 CHF | 99.99% | 99.99% |
14.11.2024 | 0.75% | 75.59 % | 76.16 % | 145'000 | 144'000 | 146'842 | 145'726 | 109'677 CHF | 109'665 CHF | 99.95% | 99.95% |
13.11.2024 | 0.75% | 72.66 % | 73.21 % | 151'000 | 150'000 | 150'873 | 149'711 | 109'633 CHF | 109'612 CHF | 99.93% | 99.93% |
12.11.2024 | 0.75% | 73.26 % | 73.81 % | 150'000 | 149'000 | 147'598 | 146'485 | 109'628 CHF | 109'619 CHF | 99.96% | 99.96% |
11.11.2024 | 0.75% | 75.59 % | 76.16 % | 145'000 | 144'000 | 146'613 | 145'485 | 109'642 CHF | 109'621 CHF | 99.99% | 99.99% |
08.11.2024 | 0.75% | 74.06 % | 74.62 % | 148'000 | 147'000 | 147'053 | 145'987 | 109'585 CHF | 109'610 CHF | 99.97% | 99.97% |
07.11.2024 | 0.75% | 77.65 % | 78.24 % | 141'000 | 140'000 | 142'039 | 140'990 | 109'565 CHF | 109'577 CHF | 100.00% | 100.00% |