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 | 0,76% | 98,53 % | 99,28 % | 152 000 | 151 000 | 151 058 | 150 058 | 149 341 CHF | 149 478 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 98,74 % | 99,49 % | 151 000 | 150 000 | 137 641 | 150 000 | 136 107 CHF | 149 470 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 99,04 % | 99,79 % | 151 000 | 150 000 | 147 943 | 149 477 | 146 697 CHF | 149 338 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 99,02 % | 99,77 % | 151 000 | 150 000 | 151 050 | 150 000 | 149 405 CHF | 149 492 CHF | 99,99% | 99,99% |
14/11/2024 | 0,76% | 99,02 % | 99,77 % | 151 000 | 150 000 | 151 037 | 150 000 | 149 403 CHF | 149 502 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 98,79 % | 99,54 % | 151 000 | 150 000 | 151 000 | 150 000 | 149 266 CHF | 149 403 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 98,80 % | 99,55 % | 151 000 | 150 000 | 151 000 | 150 000 | 149 376 CHF | 149 512 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 98,98 % | 99,73 % | 151 000 | 150 000 | 151 000 | 150 000 | 149 557 CHF | 149 691 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 98,67 % | 99,42 % | 152 000 | 150 000 | 151 773 | 150 508 | 149 673 CHF | 149 552 CHF | 99,98% | 99,98% |
07/11/2024 | 0,76% | 98,90 % | 99,65 % | 151 000 | 150 000 | 151 000 | 150 000 | 149 342 CHF | 149 478 CHF | 100,00% | 100,00% |