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 | 0,74% | 97,95 % | 98,68 % | 153 000 | 152 000 | 152 144 | 151 063 | 149 408 CHF | 149 450 CHF | 99,98% | 99,98% |
19/11/2024 | 0,74% | 98,04 % | 98,77 % | 152 000 | 151 000 | 152 897 | 151 359 | 149 779 CHF | 149 376 CHF | 99,98% | 99,98% |
18/11/2024 | 0,74% | 98,08 % | 98,81 % | 152 000 | 151 000 | 152 793 | 151 075 | 149 749 CHF | 149 168 CHF | 99,94% | 99,94% |
15/11/2024 | 0,76% | 98,08 % | 98,81 % | 152 000 | 151 000 | 152 000 | 151 000 | 149 572 CHF | 149 714 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 98,59 % | 99,34 % | 152 000 | 150 000 | 151 500 | 150 054 | 149 481 CHF | 149 179 CHF | 99,98% | 99,98% |
13/11/2024 | 0,76% | 98,50 % | 99,25 % | 152 000 | 151 000 | 152 000 | 150 883 | 149 783 CHF | 149 814 CHF | 99,99% | 99,99% |
12/11/2024 | 0,76% | 98,34 % | 99,09 % | 152 000 | 151 000 | 152 000 | 151 000 | 149 492 CHF | 149 641 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 98,37 % | 99,12 % | 152 000 | 151 000 | 152 000 | 150 998 | 149 726 CHF | 149 872 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 98,37 % | 99,12 % | 152 000 | 151 000 | 152 000 | 150 999 | 149 667 CHF | 149 814 CHF | 100,00% | 100,00% |
07/11/2024 | 0,74% | 98,46 % | 99,21 % | 152 000 | 151 000 | 152 970 | 151 970 | 149 543 CHF | 149 675 CHF | 100,00% | 100,00% |