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 | 0,84% | 94,00 % | 94,80 % | 500 000 | 500 000 | 143 680 | 143 680 | 135 671 CHF | 136 820 CHF | 97,95% | 97,95% |
19/11/2024 | 1,04% | 95,60 % | 96,60 % | 500 000 | 500 000 | 147 742 | 147 742 | 141 367 CHF | 142 846 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 95,60 % | 96,60 % | 500 000 | 500 000 | 148 317 | 148 317 | 142 883 CHF | 144 366 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 97,60 % | 98,40 % | 500 000 | 500 000 | 144 787 | 144 787 | 141 414 CHF | 142 588 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 148 323 | 148 323 | 144 475 CHF | 145 661 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 97,50 % | 98,50 % | 500 000 | 500 000 | 148 175 | 148 175 | 144 537 CHF | 146 019 CHF | 100,00% | 100,00% |
12/11/2024 | 1,10% | 97,60 % | 98,60 % | 500 000 | 500 000 | 142 531 | 142 531 | 139 284 CHF | 140 735 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,80 % | 98,60 % | 500 000 | 500 000 | 148 342 | 148 342 | 145 060 CHF | 146 247 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 148 280 | 148 280 | 143 814 CHF | 145 000 CHF | 100,00% | 100,00% |
07/11/2024 | 1,04% | 96,50 % | 97,50 % | 500 000 | 500 000 | 148 307 | 148 307 | 143 159 CHF | 144 645 CHF | 99,23% | 99,23% |