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% | 53,43 % | 53,83 % | 374 000 | 371 000 | 368 937 | 366 172 | 199 738 CHF | 199 734 CHF | 99,95% | 99,95% |
19/11/2024 | 0,75% | 54,48 % | 54,89 % | 367 000 | 364 000 | 366 560 | 363 827 | 199 725 CHF | 199 728 CHF | 99,98% | 99,98% |
18/11/2024 | 0,75% | 54,27 % | 54,68 % | 368 000 | 365 000 | 367 252 | 364 522 | 199 721 CHF | 199 730 CHF | 99,95% | 99,95% |
15/11/2024 | 0,74% | 54,54 % | 54,95 % | 366 000 | 363 000 | 363 597 | 360 892 | 199 709 CHF | 199 703 CHF | 99,91% | 99,91% |
14/11/2024 | 0,75% | 55,31 % | 55,73 % | 361 000 | 358 000 | 366 102 | 363 370 | 199 717 CHF | 199 722 CHF | 99,94% | 99,94% |
13/11/2024 | 0,75% | 54,78 % | 55,19 % | 365 000 | 362 000 | 361 166 | 358 444 | 199 725 CHF | 199 711 CHF | 99,98% | 99,98% |
12/11/2024 | 0,75% | 56,10 % | 56,52 % | 356 000 | 353 000 | 343 743 | 341 172 | 199 707 CHF | 199 705 CHF | 99,93% | 99,93% |
11/11/2024 | 0,75% | 66,74 % | 67,24 % | 299 000 | 297 000 | 299 117 | 296 903 | 199 652 CHF | 199 664 CHF | 99,95% | 99,95% |
08/11/2024 | 0,74% | 65,78 % | 66,27 % | 304 000 | 301 000 | 303 190 | 300 981 | 199 664 CHF | 199 691 CHF | 99,95% | 99,95% |
07/11/2024 | 0,75% | 66,54 % | 67,04 % | 300 000 | 298 000 | 299 233 | 296 982 | 199 688 CHF | 199 678 CHF | 99,95% | 99,95% |