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 | 0.74% | 97.95 % | 98.68 % | 153'000 | 152'000 | 152'144 | 151'063 | 149'408 CHF | 149'450 CHF | 99.98% | 99.98% |
19.11.2024 | 0.74% | 98.04 % | 98.77 % | 152'000 | 151'000 | 152'897 | 151'359 | 149'779 CHF | 149'376 CHF | 99.98% | 99.98% |
18.11.2024 | 0.74% | 98.08 % | 98.81 % | 152'000 | 151'000 | 152'793 | 151'075 | 149'749 CHF | 149'168 CHF | 99.94% | 99.94% |
15.11.2024 | 0.76% | 98.08 % | 98.81 % | 152'000 | 151'000 | 152'000 | 151'000 | 149'572 CHF | 149'714 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 98.59 % | 99.34 % | 152'000 | 150'000 | 151'500 | 150'054 | 149'481 CHF | 149'179 CHF | 99.98% | 99.98% |
13.11.2024 | 0.76% | 98.50 % | 99.25 % | 152'000 | 151'000 | 152'000 | 150'883 | 149'783 CHF | 149'814 CHF | 99.99% | 99.99% |
12.11.2024 | 0.76% | 98.34 % | 99.09 % | 152'000 | 151'000 | 152'000 | 151'000 | 149'492 CHF | 149'641 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 98.37 % | 99.12 % | 152'000 | 151'000 | 152'000 | 150'998 | 149'726 CHF | 149'872 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 98.37 % | 99.12 % | 152'000 | 151'000 | 152'000 | 150'999 | 149'667 CHF | 149'814 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 98.46 % | 99.21 % | 152'000 | 151'000 | 152'970 | 151'970 | 149'543 CHF | 149'675 CHF | 100.00% | 100.00% |