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% | 58.46 % | 58.90 % | 342'000 | 339'000 | 337'851 | 335'190 | 199'696 CHF | 199'631 CHF | 99.91% | 99.91% |
19.11.2024 | 0.75% | 58.85 % | 59.29 % | 339'000 | 337'000 | 339'595 | 337'023 | 199'714 CHF | 199'687 CHF | 99.86% | 99.86% |
18.11.2024 | 0.75% | 59.52 % | 59.97 % | 336'000 | 333'000 | 332'902 | 330'494 | 199'695 CHF | 199'747 CHF | 99.98% | 99.98% |
15.11.2024 | 0.75% | 61.06 % | 61.52 % | 327'000 | 325'000 | 325'253 | 322'931 | 199'642 CHF | 199'702 CHF | 99.99% | 99.99% |
14.11.2024 | 0.75% | 61.50 % | 61.97 % | 325'000 | 322'000 | 331'375 | 328'858 | 199'715 CHF | 199'693 CHF | 99.94% | 99.94% |
13.11.2024 | 0.75% | 59.50 % | 59.95 % | 336'000 | 333'000 | 333'316 | 330'761 | 199'731 CHF | 199'689 CHF | 99.95% | 99.95% |
12.11.2024 | 0.75% | 60.03 % | 60.49 % | 333'000 | 330'000 | 328'154 | 325'675 | 199'704 CHF | 199'694 CHF | 99.96% | 99.96% |
11.11.2024 | 0.75% | 62.81 % | 63.28 % | 318'000 | 316'000 | 312'993 | 310'617 | 199'700 CHF | 199'671 CHF | 99.98% | 99.98% |
08.11.2024 | 0.75% | 63.67 % | 64.15 % | 314'000 | 311'000 | 309'194 | 306'889 | 199'685 CHF | 199'686 CHF | 99.88% | 99.88% |
07.11.2024 | 1.09% | 67.48 % | 68.23 % | 296'000 | 293'000 | 292'614 | 289'442 | 199'687 CHF | 199'693 CHF | 99.94% | 99.94% |