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 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 143 248 | 143 248 | 144 719 CHF | 145 865 CHF | 98,58% | 98,58% |
19/11/2024 | 0,99% | 100,90 % | 101,90 % | 500 000 | 500 000 | 148 121 | 148 121 | 149 447 CHF | 150 928 CHF | 100,00% | 100,00% |
18/11/2024 | 0,99% | 101,00 % | 102,00 % | 500 000 | 500 000 | 148 336 | 148 336 | 149 817 CHF | 151 300 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 148 239 | 148 239 | 149 583 CHF | 150 769 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 148 333 | 148 333 | 149 772 CHF | 150 959 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 148 192 | 148 192 | 149 295 CHF | 150 777 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 100,80 % | 101,80 % | 500 000 | 500 000 | 148 286 | 148 286 | 149 515 CHF | 150 998 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,00 % | 101,80 % | 500 000 | 500 000 | 148 204 | 148 204 | 149 682 CHF | 150 868 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 148 220 | 148 220 | 149 411 CHF | 150 597 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 100,90 % | 101,90 % | 500 000 | 500 000 | 148 769 | 148 769 | 150 108 CHF | 151 596 CHF | 99,23% | 99,23% |