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 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 143 079 | 143 079 | 142 079 CHF | 143 223 CHF | 98,58% | 98,58% |
19/11/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 148 199 | 148 199 | 146 772 CHF | 148 254 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 148 347 | 148 347 | 147 058 CHF | 148 541 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 148 256 | 148 256 | 147 560 CHF | 148 746 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 148 186 | 148 186 | 147 440 CHF | 148 626 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 99,00 % | 100,00 % | 500 000 | 500 000 | 148 169 | 148 169 | 146 705 CHF | 148 187 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 148 331 | 148 331 | 147 222 CHF | 148 705 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 148 351 | 148 351 | 147 843 CHF | 149 029 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 148 203 | 148 203 | 147 300 CHF | 148 486 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 99,20 % | 100,20 % | 500 000 | 500 000 | 149 039 | 149 039 | 147 871 CHF | 149 362 CHF | 99,24% | 99,24% |