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% | 48,50 % | 48,86 % | 247 000 | 245 000 | 243 565 | 241 697 | 119 766 CHF | 119 746 CHF | 99,91% | 99,91% |
19/11/2024 | 0,74% | 49,83 % | 50,21 % | 240 000 | 238 000 | 241 081 | 239 305 | 119 740 CHF | 119 746 CHF | 99,94% | 99,94% |
18/11/2024 | 0,75% | 49,42 % | 49,79 % | 242 000 | 241 000 | 240 975 | 239 148 | 119 773 CHF | 119 760 CHF | 99,97% | 99,97% |
15/11/2024 | 0,75% | 49,61 % | 49,98 % | 241 000 | 240 000 | 244 902 | 243 030 | 119 777 CHF | 119 758 CHF | 99,93% | 99,93% |
14/11/2024 | 0,75% | 47,82 % | 48,18 % | 250 000 | 249 000 | 254 425 | 252 501 | 119 783 CHF | 119 775 CHF | 99,96% | 99,96% |
13/11/2024 | 0,75% | 46,62 % | 46,97 % | 257 000 | 255 000 | 255 294 | 253 425 | 119 752 CHF | 119 766 CHF | 99,96% | 99,96% |
12/11/2024 | 0,75% | 46,98 % | 47,33 % | 255 000 | 253 000 | 254 278 | 252 397 | 119 741 CHF | 119 747 CHF | 99,92% | 99,92% |
11/11/2024 | 0,75% | 46,87 % | 47,22 % | 256 000 | 254 000 | 257 970 | 256 067 | 119 794 CHF | 119 807 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 46,23 % | 46,58 % | 259 000 | 257 000 | 259 394 | 257 427 | 119 781 CHF | 119 772 CHF | 99,92% | 99,92% |
07/11/2024 | 0,75% | 45,40 % | 45,74 % | 264 000 | 262 000 | 262 561 | 260 605 | 119 776 CHF | 119 774 CHF | 99,99% | 99,99% |