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% | 98,58 % | 99,33 % | 152 000 | 151 000 | 151 710 | 150 634 | 149 550 CHF | 149 619 CHF | 99,98% | 99,98% |
19/11/2024 | 0,76% | 98,58 % | 99,33 % | 152 000 | 151 000 | 151 750 | 150 446 | 149 670 CHF | 149 512 CHF | 99,98% | 99,98% |
18/11/2024 | 0,76% | 98,93 % | 99,68 % | 151 000 | 150 000 | 151 000 | 150 000 | 149 313 CHF | 149 449 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 98,79 % | 99,54 % | 151 000 | 150 000 | 151 079 | 150 027 | 149 265 CHF | 149 350 CHF | 99,98% | 99,98% |
14/11/2024 | 0,75% | 99,13 % | 99,88 % | 151 000 | 150 000 | 151 000 | 150 000 | 149 507 CHF | 149 642 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 98,91 % | 99,66 % | 151 000 | 150 000 | 151 025 | 150 000 | 149 329 CHF | 149 440 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 98,81 % | 99,56 % | 151 000 | 150 000 | 151 003 | 150 000 | 149 296 CHF | 149 429 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 99,04 % | 99,79 % | 151 000 | 150 000 | 151 000 | 149 990 | 149 645 CHF | 149 769 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 98,91 % | 99,66 % | 151 000 | 150 000 | 151 000 | 150 000 | 149 424 CHF | 149 560 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 99,05 % | 99,80 % | 151 000 | 150 000 | 151 000 | 149 994 | 149 691 CHF | 149 819 CHF | 100,00% | 100,00% |