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% | 96.88 % | 97.61 % | 154'000 | 153'000 | 154'005 | 152'835 | 149'387 CHF | 149'368 CHF | 99.94% | 99.94% |
19.11.2024 | 0.75% | 97.51 % | 98.24 % | 153'000 | 152'000 | 153'890 | 152'651 | 149'581 CHF | 149'491 CHF | 99.97% | 99.97% |
18.11.2024 | 0.75% | 97.39 % | 98.12 % | 154'000 | 152'000 | 153'457 | 152'249 | 149'569 CHF | 149'502 CHF | 99.98% | 99.98% |
15.11.2024 | 0.75% | 97.41 % | 98.14 % | 153'000 | 152'000 | 153'366 | 152'196 | 149'403 CHF | 149'374 CHF | 99.99% | 99.99% |
14.11.2024 | 0.75% | 97.42 % | 98.15 % | 153'000 | 152'000 | 154'547 | 153'323 | 149'430 CHF | 149'366 CHF | 99.95% | 99.95% |
13.11.2024 | 0.76% | 95.88 % | 96.61 % | 156'000 | 155'000 | 156'002 | 154'999 | 149'440 CHF | 149'605 CHF | 99.98% | 99.98% |
12.11.2024 | 0.76% | 95.62 % | 96.34 % | 156'000 | 155'000 | 155'400 | 154'193 | 149'472 CHF | 149'436 CHF | 99.99% | 99.99% |
11.11.2024 | 0.75% | 96.56 % | 97.29 % | 155'000 | 154'000 | 155'000 | 153'988 | 149'565 CHF | 149'713 CHF | 99.96% | 99.96% |
08.11.2024 | 0.75% | 95.94 % | 96.67 % | 156'000 | 155'000 | 154'597 | 153'409 | 149'551 CHF | 149'522 CHF | 99.96% | 99.96% |
07.11.2024 | 0.75% | 98.41 % | 99.16 % | 152'000 | 151'000 | 151'936 | 150'838 | 149'599 CHF | 149'642 CHF | 99.99% | 99.99% |