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 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 143 099 | 143 099 | 140 535 CHF | 141 680 CHF | 98,59% | 98,59% |
19/11/2024 | 1,02% | 97,70 % | 98,70 % | 500 000 | 500 000 | 148 196 | 148 196 | 144 831 CHF | 146 313 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 98,90 % | 99,90 % | 500 000 | 500 000 | 148 347 | 148 347 | 146 676 CHF | 148 159 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 148 229 | 148 229 | 146 195 CHF | 147 380 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 148 118 | 148 118 | 147 126 CHF | 148 311 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 98,80 % | 99,80 % | 500 000 | 500 000 | 148 201 | 148 201 | 146 321 CHF | 147 803 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 98,50 % | 99,50 % | 500 000 | 500 000 | 148 318 | 148 318 | 146 201 CHF | 147 684 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 148 245 | 148 245 | 147 267 CHF | 148 453 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,00 % | 99,80 % | 500 000 | 500 000 | 148 217 | 148 217 | 146 763 CHF | 147 949 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 98,80 % | 99,80 % | 500 000 | 500 000 | 148 833 | 148 833 | 147 199 CHF | 148 687 CHF | 99,23% | 99,23% |