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% | 70,47 % | 71,00 % | 156 000 | 154 000 | 155 086 | 153 895 | 109 648 CHF | 109 622 CHF | 99,94% | 99,94% |
19/11/2024 | 0,75% | 72,29 % | 72,84 % | 152 000 | 151 000 | 153 370 | 152 239 | 109 662 CHF | 109 667 CHF | 99,98% | 99,98% |
18/11/2024 | 0,75% | 74,60 % | 75,16 % | 147 000 | 146 000 | 147 240 | 146 064 | 109 678 CHF | 109 621 CHF | 99,95% | 99,95% |
15/11/2024 | 0,75% | 74,55 % | 75,11 % | 147 000 | 146 000 | 145 252 | 144 171 | 109 605 CHF | 109 610 CHF | 99,99% | 99,99% |
14/11/2024 | 0,75% | 75,59 % | 76,16 % | 145 000 | 144 000 | 146 842 | 145 726 | 109 677 CHF | 109 665 CHF | 99,95% | 99,95% |
13/11/2024 | 0,75% | 72,66 % | 73,21 % | 151 000 | 150 000 | 150 873 | 149 711 | 109 633 CHF | 109 612 CHF | 99,93% | 99,93% |
12/11/2024 | 0,75% | 73,26 % | 73,81 % | 150 000 | 149 000 | 147 598 | 146 485 | 109 628 CHF | 109 619 CHF | 99,96% | 99,96% |
11/11/2024 | 0,75% | 75,59 % | 76,16 % | 145 000 | 144 000 | 146 613 | 145 485 | 109 642 CHF | 109 621 CHF | 99,99% | 99,99% |
08/11/2024 | 0,75% | 74,06 % | 74,62 % | 148 000 | 147 000 | 147 053 | 145 987 | 109 585 CHF | 109 610 CHF | 99,97% | 99,97% |
07/11/2024 | 0,75% | 77,65 % | 78,24 % | 141 000 | 140 000 | 142 039 | 140 990 | 109 565 CHF | 109 577 CHF | 100,00% | 100,00% |