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% | 96,88 % | 97,61 % | 154 000 | 153 000 | 154 005 | 152 835 | 149 387 CHF | 149 368 CHF | 99,94% | 99,94% |
19/11/2024 | 0,75% | 97,51 % | 98,24 % | 153 000 | 152 000 | 153 890 | 152 651 | 149 581 CHF | 149 491 CHF | 99,97% | 99,97% |
18/11/2024 | 0,75% | 97,39 % | 98,12 % | 154 000 | 152 000 | 153 457 | 152 249 | 149 569 CHF | 149 502 CHF | 99,98% | 99,98% |
15/11/2024 | 0,75% | 97,41 % | 98,14 % | 153 000 | 152 000 | 153 366 | 152 196 | 149 403 CHF | 149 374 CHF | 99,99% | 99,99% |
14/11/2024 | 0,75% | 97,42 % | 98,15 % | 153 000 | 152 000 | 154 547 | 153 323 | 149 430 CHF | 149 366 CHF | 99,95% | 99,95% |
13/11/2024 | 0,76% | 95,88 % | 96,61 % | 156 000 | 155 000 | 156 002 | 154 999 | 149 440 CHF | 149 605 CHF | 99,98% | 99,98% |
12/11/2024 | 0,76% | 95,62 % | 96,34 % | 156 000 | 155 000 | 155 400 | 154 193 | 149 472 CHF | 149 436 CHF | 99,99% | 99,99% |
11/11/2024 | 0,75% | 96,56 % | 97,29 % | 155 000 | 154 000 | 155 000 | 153 988 | 149 565 CHF | 149 713 CHF | 99,96% | 99,96% |
08/11/2024 | 0,75% | 95,94 % | 96,67 % | 156 000 | 155 000 | 154 597 | 153 409 | 149 551 CHF | 149 522 CHF | 99,96% | 99,96% |
07/11/2024 | 0,75% | 98,41 % | 99,16 % | 152 000 | 151 000 | 151 936 | 150 838 | 149 599 CHF | 149 642 CHF | 99,99% | 99,99% |