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% | 58,46 % | 58,90 % | 342 000 | 339 000 | 337 851 | 335 190 | 199 696 CHF | 199 631 CHF | 99,91% | 99,91% |
19/11/2024 | 0,75% | 58,85 % | 59,29 % | 339 000 | 337 000 | 339 595 | 337 023 | 199 714 CHF | 199 687 CHF | 99,86% | 99,86% |
18/11/2024 | 0,75% | 59,52 % | 59,97 % | 336 000 | 333 000 | 332 902 | 330 494 | 199 695 CHF | 199 747 CHF | 99,98% | 99,98% |
15/11/2024 | 0,75% | 61,06 % | 61,52 % | 327 000 | 325 000 | 325 253 | 322 931 | 199 642 CHF | 199 702 CHF | 99,99% | 99,99% |
14/11/2024 | 0,75% | 61,50 % | 61,97 % | 325 000 | 322 000 | 331 375 | 328 858 | 199 715 CHF | 199 693 CHF | 99,94% | 99,94% |
13/11/2024 | 0,75% | 59,50 % | 59,95 % | 336 000 | 333 000 | 333 316 | 330 761 | 199 731 CHF | 199 689 CHF | 99,95% | 99,95% |
12/11/2024 | 0,75% | 60,03 % | 60,49 % | 333 000 | 330 000 | 328 154 | 325 675 | 199 704 CHF | 199 694 CHF | 99,96% | 99,96% |
11/11/2024 | 0,75% | 62,81 % | 63,28 % | 318 000 | 316 000 | 312 993 | 310 617 | 199 700 CHF | 199 671 CHF | 99,98% | 99,98% |
08/11/2024 | 0,75% | 63,67 % | 64,15 % | 314 000 | 311 000 | 309 194 | 306 889 | 199 685 CHF | 199 686 CHF | 99,88% | 99,88% |
07/11/2024 | 1,09% | 67,48 % | 68,23 % | 296 000 | 293 000 | 292 614 | 289 442 | 199 687 CHF | 199 693 CHF | 99,94% | 99,94% |