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% | 86,53 % | 87,18 % | 173 000 | 172 000 | 171 634 | 170 285 | 149 623 CHF | 149 560 CHF | 99,97% | 99,97% |
19/11/2024 | 0,75% | 87,06 % | 87,71 % | 172 000 | 171 000 | 170 967 | 169 671 | 149 617 CHF | 149 595 CHF | 99,93% | 99,93% |
18/11/2024 | 0,74% | 90,06 % | 90,73 % | 166 000 | 165 000 | 166 297 | 165 085 | 149 496 CHF | 149 513 CHF | 99,97% | 99,97% |
15/11/2024 | 0,75% | 88,76 % | 89,43 % | 168 000 | 167 000 | 166 415 | 165 207 | 149 510 CHF | 149 538 CHF | 99,95% | 99,95% |
14/11/2024 | 0,75% | 91,39 % | 92,08 % | 164 000 | 162 000 | 164 605 | 163 366 | 149 563 CHF | 149 552 CHF | 99,97% | 99,97% |
13/11/2024 | 0,75% | 89,46 % | 90,13 % | 167 000 | 166 000 | 166 748 | 165 506 | 149 520 CHF | 149 517 CHF | 99,96% | 99,96% |
12/11/2024 | 0,75% | 89,92 % | 90,59 % | 166 000 | 165 000 | 165 192 | 163 921 | 149 512 CHF | 149 482 CHF | 99,98% | 99,98% |
11/11/2024 | 0,74% | 91,92 % | 92,61 % | 163 000 | 161 000 | 161 773 | 160 603 | 149 597 CHF | 149 624 CHF | 99,97% | 99,97% |
08/11/2024 | 0,75% | 91,87 % | 92,56 % | 163 000 | 162 000 | 162 319 | 160 979 | 149 586 CHF | 149 462 CHF | 99,99% | 99,99% |
07/11/2024 | 0,75% | 92,50 % | 93,19 % | 162 000 | 160 000 | 161 221 | 159 980 | 149 600 CHF | 149 560 CHF | 100,00% | 100,00% |