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% | 87,57 % | 88,23 % | 171 000 | 170 000 | 170 148 | 168 846 | 149 589 CHF | 149 565 CHF | 99,93% | 99,93% |
19/11/2024 | 0,75% | 88,86 % | 89,53 % | 168 000 | 167 000 | 168 606 | 167 458 | 149 525 CHF | 149 629 CHF | 99,97% | 99,97% |
18/11/2024 | 0,75% | 88,95 % | 89,62 % | 168 000 | 167 000 | 167 002 | 165 808 | 149 523 CHF | 149 571 CHF | 99,96% | 99,96% |
15/11/2024 | 0,75% | 89,70 % | 90,37 % | 167 000 | 165 000 | 167 657 | 166 465 | 149 485 CHF | 149 537 CHF | 99,97% | 99,97% |
14/11/2024 | 0,75% | 88,26 % | 88,93 % | 169 000 | 168 000 | 171 647 | 170 336 | 149 544 CHF | 149 513 CHF | 99,93% | 99,93% |
13/11/2024 | 0,75% | 86,50 % | 87,15 % | 173 000 | 172 000 | 173 815 | 172 539 | 149 554 CHF | 149 577 CHF | 99,93% | 99,93% |
12/11/2024 | 0,75% | 85,39 % | 86,04 % | 175 000 | 174 000 | 173 940 | 172 594 | 149 582 CHF | 149 547 CHF | 99,91% | 99,91% |
11/11/2024 | 0,76% | 88,12 % | 88,79 % | 170 000 | 168 000 | 169 684 | 168 407 | 149 533 CHF | 149 533 CHF | 99,97% | 99,97% |
08/11/2024 | 0,75% | 87,67 % | 88,33 % | 171 000 | 169 000 | 167 990 | 166 676 | 149 602 CHF | 149 550 CHF | 99,96% | 99,96% |
07/11/2024 | 0,75% | 93,34 % | 94,05 % | 160 000 | 159 000 | 160 901 | 159 734 | 149 527 CHF | 149 560 CHF | 99,94% | 99,94% |