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% | 46,83 % | 47,18 % | 427 000 | 423 000 | 419 952 | 416 817 | 199 773 CHF | 199 778 CHF | 99,86% | 99,86% |
19/11/2024 | 0,75% | 49,40 % | 49,77 % | 404 000 | 401 000 | 399 715 | 396 708 | 199 767 CHF | 199 758 CHF | 99,92% | 99,92% |
18/11/2024 | 0,75% | 52,47 % | 52,86 % | 381 000 | 378 000 | 373 105 | 370 302 | 199 744 CHF | 199 738 CHF | 99,97% | 99,97% |
15/11/2024 | 0,75% | 55,49 % | 55,91 % | 360 000 | 357 000 | 350 812 | 348 234 | 199 706 CHF | 199 728 CHF | 99,92% | 99,92% |
14/11/2024 | 0,75% | 57,19 % | 57,62 % | 349 000 | 347 000 | 357 530 | 354 901 | 199 699 CHF | 199 722 CHF | 99,91% | 99,91% |
13/11/2024 | 0,75% | 55,12 % | 55,53 % | 362 000 | 360 000 | 354 756 | 352 084 | 199 723 CHF | 199 710 CHF | 99,87% | 99,87% |
12/11/2024 | 0,75% | 57,38 % | 57,81 % | 348 000 | 345 000 | 324 562 | 322 136 | 199 703 CHF | 199 701 CHF | 99,93% | 99,93% |
11/11/2024 | 0,75% | 61,13 % | 61,59 % | 327 000 | 324 000 | 330 701 | 328 245 | 199 684 CHF | 199 691 CHF | 99,95% | 99,95% |
08/11/2024 | 0,75% | 61,97 % | 62,44 % | 322 000 | 320 000 | 325 835 | 323 341 | 199 722 CHF | 199 685 CHF | 99,93% | 99,93% |
07/11/2024 | 0,75% | 65,85 % | 66,34 % | 303 000 | 301 000 | 316 084 | 313 672 | 199 719 CHF | 199 685 CHF | 99,93% | 99,93% |