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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,75% | 87,08 % | 87,73 % | 172 000 | 170 000 | 172 931 | 171 536 | 149 648 CHF | 149 555 CHF | 99,96% | 99,96% |
20/11/2024 | 0,75% | 86,44 % | 87,09 % | 173 000 | 172 000 | 173 236 | 171 917 | 149 595 CHF | 149 574 CHF | 99,97% | 99,97% |
19/11/2024 | 0,75% | 86,37 % | 87,02 % | 173 000 | 172 000 | 172 446 | 171 163 | 149 559 CHF | 149 559 CHF | 99,99% | 99,99% |
18/11/2024 | 0,74% | 86,94 % | 87,59 % | 172 000 | 171 000 | 171 401 | 170 170 | 149 511 CHF | 149 546 CHF | 99,97% | 99,97% |
15/11/2024 | 0,76% | 87,40 % | 88,05 % | 171 000 | 170 000 | 169 420 | 168 188 | 149 482 CHF | 149 520 CHF | 99,96% | 99,96% |
14/11/2024 | 0,75% | 89,40 % | 90,07 % | 167 000 | 166 000 | 167 782 | 166 691 | 149 402 CHF | 149 547 CHF | 99,98% | 99,98% |
13/11/2024 | 0,76% | 87,99 % | 88,66 % | 170 000 | 169 000 | 169 839 | 168 648 | 149 520 CHF | 149 598 CHF | 99,97% | 99,97% |
12/11/2024 | 0,74% | 88,75 % | 89,42 % | 169 000 | 167 000 | 166 501 | 165 352 | 149 491 CHF | 149 567 CHF | 99,99% | 99,99% |
11/11/2024 | 0,75% | 89,56 % | 90,23 % | 167 000 | 166 000 | 165 731 | 164 637 | 149 490 CHF | 149 618 CHF | 99,98% | 99,98% |
08/11/2024 | 0,75% | 89,32 % | 89,99 % | 167 000 | 166 000 | 167 702 | 166 328 | 149 645 CHF | 149 533 CHF | 99,95% | 99,95% |