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% | 87.57 % | 88.23 % | 171'000 | 170'000 | 170'148 | 168'846 | 149'589 CHF | 149'565 CHF | 99.93% | 99.93% |
19.11.2024 | 0.75% | 88.86 % | 89.53 % | 168'000 | 167'000 | 168'606 | 167'458 | 149'525 CHF | 149'629 CHF | 99.97% | 99.97% |
18.11.2024 | 0.75% | 88.95 % | 89.62 % | 168'000 | 167'000 | 167'002 | 165'808 | 149'523 CHF | 149'571 CHF | 99.96% | 99.96% |
15.11.2024 | 0.75% | 89.70 % | 90.37 % | 167'000 | 165'000 | 167'657 | 166'465 | 149'485 CHF | 149'537 CHF | 99.97% | 99.97% |
14.11.2024 | 0.75% | 88.26 % | 88.93 % | 169'000 | 168'000 | 171'647 | 170'336 | 149'544 CHF | 149'513 CHF | 99.93% | 99.93% |
13.11.2024 | 0.75% | 86.50 % | 87.15 % | 173'000 | 172'000 | 173'815 | 172'539 | 149'554 CHF | 149'577 CHF | 99.93% | 99.93% |
12.11.2024 | 0.75% | 85.39 % | 86.04 % | 175'000 | 174'000 | 173'940 | 172'594 | 149'582 CHF | 149'547 CHF | 99.91% | 99.91% |
11.11.2024 | 0.76% | 88.12 % | 88.79 % | 170'000 | 168'000 | 169'684 | 168'407 | 149'533 CHF | 149'533 CHF | 99.97% | 99.97% |
08.11.2024 | 0.75% | 87.67 % | 88.33 % | 171'000 | 169'000 | 167'990 | 166'676 | 149'602 CHF | 149'550 CHF | 99.96% | 99.96% |
07.11.2024 | 0.75% | 93.34 % | 94.05 % | 160'000 | 159'000 | 160'901 | 159'734 | 149'527 CHF | 149'560 CHF | 99.94% | 99.94% |