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% | 106,51 % | 107,32 % | 140 000 | 139 000 | 140 004 | 139 000 | 149 007 CHF | 149 064 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 106,38 % | 107,19 % | 141 000 | 139 000 | 140 493 | 139 050 | 149 460 CHF | 149 048 CHF | 99,97% | 99,97% |
18/11/2024 | 0,75% | 106,36 % | 107,17 % | 141 000 | 139 000 | 141 000 | 139 819 | 149 880 CHF | 149 744 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 106,27 % | 107,07 % | 141 000 | 140 000 | 141 000 | 140 000 | 149 767 CHF | 149 825 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 106,18 % | 106,97 % | 141 000 | 140 000 | 141 000 | 140 000 | 149 566 CHF | 149 611 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 106,10 % | 106,89 % | 141 000 | 140 000 | 141 000 | 140 000 | 149 836 CHF | 149 891 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 106,36 % | 107,17 % | 141 000 | 139 000 | 140 581 | 139 113 | 149 540 CHF | 149 102 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 106,45 % | 107,26 % | 140 000 | 139 000 | 140 000 | 139 000 | 149 222 CHF | 149 282 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 106,58 % | 107,39 % | 140 000 | 139 000 | 140 000 | 139 000 | 149 202 CHF | 149 262 CHF | 100,00% | 100,00% |
07/11/2024 | 0,76% | 106,60 % | 107,41 % | 140 000 | 139 000 | 140 000 | 139 000 | 149 385 CHF | 149 444 CHF | 99,99% | 99,99% |