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% | 101,08 % | 101,85 % | 148 000 | 147 000 | 148 000 | 146 995 | 149 744 CHF | 149 859 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 100,60 % | 101,35 % | 149 000 | 148 000 | 148 584 | 147 271 | 149 728 CHF | 149 517 CHF | 99,99% | 99,99% |
18/11/2024 | 0,76% | 101,62 % | 102,39 % | 147 000 | 146 000 | 147 326 | 146 249 | 149 383 CHF | 149 418 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 101,35 % | 102,12 % | 148 000 | 146 000 | 147 493 | 146 332 | 149 455 CHF | 149 405 CHF | 99,96% | 99,96% |
14/11/2024 | 0,76% | 101,47 % | 102,24 % | 147 000 | 146 000 | 147 391 | 146 324 | 149 336 CHF | 149 382 CHF | 99,99% | 99,99% |
13/11/2024 | 0,75% | 101,13 % | 101,90 % | 148 000 | 147 000 | 148 000 | 147 000 | 149 486 CHF | 149 597 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 101,15 % | 101,92 % | 148 000 | 147 000 | 147 278 | 146 134 | 149 344 CHF | 149 308 CHF | 99,97% | 99,97% |
11/11/2024 | 0,75% | 101,96 % | 102,73 % | 147 000 | 146 000 | 147 039 | 145 965 | 149 624 CHF | 149 656 CHF | 99,99% | 99,99% |
08/11/2024 | 0,75% | 101,92 % | 102,69 % | 147 000 | 146 000 | 147 000 | 145 854 | 149 803 CHF | 149 758 CHF | 99,99% | 99,99% |
07/11/2024 | 0,75% | 102,25 % | 103,02 % | 146 000 | 145 000 | 146 095 | 145 070 | 149 225 CHF | 149 295 CHF | 100,00% | 100,00% |