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 | 0,88% | 91,00 % | 91,80 % | 500 000 | 500 000 | 142 926 | 142 926 | 130 145 CHF | 131 289 CHF | 98,58% | 98,58% |
19/11/2024 | 1,10% | 91,00 % | 92,00 % | 500 000 | 500 000 | 147 453 | 147 453 | 134 707 CHF | 136 184 CHF | 100,00% | 100,00% |
18/11/2024 | 1,14% | 91,60 % | 92,60 % | 500 000 | 500 000 | 145 059 | 145 059 | 133 262 CHF | 134 725 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 91,30 % | 92,10 % | 500 000 | 500 000 | 147 255 | 147 255 | 135 128 CHF | 136 309 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 93,30 % | 94,10 % | 500 000 | 500 000 | 146 901 | 146 901 | 136 780 CHF | 137 960 CHF | 100,00% | 100,00% |
13/11/2024 | 1,10% | 91,60 % | 92,60 % | 500 000 | 500 000 | 147 727 | 147 727 | 134 924 CHF | 136 403 CHF | 100,00% | 100,00% |
12/11/2024 | 1,10% | 90,80 % | 91,80 % | 500 000 | 500 000 | 147 034 | 147 034 | 134 779 CHF | 136 254 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 93,00 % | 93,80 % | 500 000 | 500 000 | 145 991 | 145 991 | 137 078 CHF | 138 255 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 94,40 % | 95,20 % | 500 000 | 500 000 | 146 143 | 146 143 | 137 581 CHF | 138 758 CHF | 100,00% | 100,00% |
07/11/2024 | 1,08% | 93,60 % | 94,60 % | 500 000 | 500 000 | 148 807 | 148 807 | 138 531 CHF | 140 021 CHF | 98,80% | 98,80% |