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% | 49,31 % | 49,68 % | 405 000 | 402 000 | 401 698 | 398 698 | 199 765 CHF | 199 766 CHF | 99,94% | 99,94% |
19/11/2024 | 0,75% | 48,80 % | 49,17 % | 409 000 | 406 000 | 407 992 | 404 965 | 199 764 CHF | 199 780 CHF | 99,91% | 99,91% |
18/11/2024 | 0,76% | 49,88 % | 50,26 % | 400 000 | 397 000 | 399 081 | 396 062 | 199 754 CHF | 199 747 CHF | 99,97% | 99,97% |
15/11/2024 | 0,75% | 50,38 % | 50,76 % | 396 000 | 394 000 | 396 567 | 393 621 | 199 761 CHF | 199 772 CHF | 99,98% | 99,98% |
14/11/2024 | 0,75% | 49,97 % | 50,35 % | 400 000 | 397 000 | 403 557 | 400 554 | 199 759 CHF | 199 761 CHF | 99,92% | 99,92% |
13/11/2024 | 0,75% | 48,42 % | 48,78 % | 413 000 | 410 000 | 412 641 | 409 581 | 199 747 CHF | 199 753 CHF | 99,96% | 99,96% |
12/11/2024 | 0,75% | 47,63 % | 47,99 % | 419 000 | 416 000 | 412 329 | 409 273 | 199 754 CHF | 199 764 CHF | 99,94% | 99,94% |
11/11/2024 | 0,75% | 50,68 % | 51,06 % | 394 000 | 391 000 | 395 907 | 392 960 | 199 744 CHF | 199 750 CHF | 99,95% | 99,95% |
08/11/2024 | 0,75% | 50,19 % | 50,57 % | 398 000 | 395 000 | 393 278 | 390 328 | 199 757 CHF | 199 750 CHF | 99,95% | 99,95% |
07/11/2024 | 0,75% | 53,83 % | 54,24 % | 371 000 | 368 000 | 373 100 | 370 303 | 199 721 CHF | 199 721 CHF | 99,95% | 99,95% |