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% | 93,25 % | 93,96 % | 160 000 | 159 000 | 160 399 | 159 088 | 149 549 CHF | 149 454 CHF | 99,99% | 99,99% |
19/11/2024 | 0,75% | 93,07 % | 93,77 % | 161 000 | 159 000 | 160 681 | 159 500 | 149 544 CHF | 149 559 CHF | 99,95% | 99,95% |
18/11/2024 | 0,75% | 93,60 % | 94,31 % | 160 000 | 159 000 | 159 587 | 158 442 | 149 541 CHF | 149 592 CHF | 99,99% | 99,99% |
15/11/2024 | 0,75% | 94,01 % | 94,72 % | 159 000 | 158 000 | 159 233 | 158 068 | 149 407 CHF | 149 436 CHF | 99,98% | 99,98% |
14/11/2024 | 0,75% | 94,69 % | 95,40 % | 158 000 | 157 000 | 158 040 | 156 961 | 149 526 CHF | 149 620 CHF | 99,95% | 99,95% |
13/11/2024 | 0,75% | 94,95 % | 95,66 % | 157 000 | 156 000 | 157 844 | 156 746 | 149 543 CHF | 149 616 CHF | 99,98% | 99,98% |
12/11/2024 | 0,74% | 94,82 % | 95,53 % | 158 000 | 157 000 | 157 244 | 156 024 | 149 646 CHF | 149 593 CHF | 99,89% | 99,89% |
11/11/2024 | 0,76% | 95,88 % | 96,61 % | 156 000 | 155 000 | 155 701 | 154 589 | 149 612 CHF | 149 672 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 95,83 % | 96,56 % | 156 000 | 155 000 | 155 848 | 154 818 | 149 470 CHF | 149 612 CHF | 99,94% | 99,94% |
07/11/2024 | 0,76% | 95,96 % | 96,69 % | 156 000 | 155 000 | 155 814 | 154 513 | 149 640 CHF | 149 519 CHF | 99,94% | 99,94% |