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 | 1,09% | 97,40 % | 98,40 % | 500 000 | 500 000 | 143 793 | 143 793 | 140 160 CHF | 141 630 CHF | 97,95% | 97,95% |
19/11/2024 | 1,11% | 96,70 % | 97,70 % | 500 000 | 500 000 | 146 967 | 146 967 | 142 256 CHF | 143 761 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 98,20 % | 99,00 % | 500 000 | 500 000 | 148 347 | 148 347 | 145 493 CHF | 146 713 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 97,40 % | 98,20 % | 500 000 | 500 000 | 145 530 | 145 530 | 141 997 CHF | 143 207 CHF | 100,00% | 100,00% |
14/11/2024 | 1,08% | 98,30 % | 99,30 % | 500 000 | 500 000 | 148 222 | 148 222 | 145 718 CHF | 147 233 CHF | 100,00% | 100,00% |
13/11/2024 | 4,18% | 98,00 % | 99,00 % | 500 000 | 500 000 | 147 562 | 147 562 | 144 469 CHF | 147 542 CHF | 99,82% | 99,82% |
12/11/2024 | 2,69% | 97,70 % | 98,50 % | 500 000 | 500 000 | 147 421 | 147 421 | 144 238 CHF | 146 363 CHF | 99,75% | 99,75% |
11/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 148 082 | 148 082 | 145 921 CHF | 147 106 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 148 259 | 148 259 | 145 095 CHF | 146 577 CHF | 100,00% | 100,00% |
07/11/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 148 317 | 148 317 | 145 224 CHF | 146 707 CHF | 99,76% | 99,76% |