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 | 0,69% | 96,10 % | 96,60 % | 500 000 | 500 000 | 145 812 | 145 812 | 139 766 CHF | 140 569 CHF | 99,00% | 99,00% |
19/11/2024 | 1,19% | 96,10 % | 96,60 % | 500 000 | 500 000 | 144 135 | 144 135 | 138 562 CHF | 139 587 CHF | 100,00% | 100,00% |
18/11/2024 | 0,68% | 95,60 % | 96,10 % | 500 000 | 500 000 | 144 523 | 144 523 | 138 604 CHF | 139 399 CHF | 99,77% | 99,77% |
15/11/2024 | 0,68% | 95,60 % | 96,10 % | 500 000 | 500 000 | 144 209 | 144 209 | 137 875 CHF | 138 664 CHF | 99,03% | 99,03% |
14/11/2024 | 0,68% | 94,60 % | 95,10 % | 500 000 | 500 000 | 145 029 | 145 029 | 137 686 CHF | 138 479 CHF | 99,10% | 99,10% |
13/11/2024 | 1,20% | 94,90 % | 95,40 % | 500 000 | 500 000 | 144 832 | 144 832 | 136 756 CHF | 137 788 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 94,90 % | 95,40 % | 500 000 | 500 000 | 144 846 | 144 846 | 137 386 CHF | 138 181 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 95,00 % | 95,50 % | 500 000 | 500 000 | 144 911 | 144 911 | 138 500 CHF | 139 294 CHF | 99,87% | 99,87% |
08/11/2024 | 0,68% | 95,20 % | 95,70 % | 500 000 | 500 000 | 144 781 | 144 781 | 137 723 CHF | 138 519 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 95,50 % | 96,00 % | 500 000 | 500 000 | 145 589 | 145 589 | 139 456 CHF | 140 253 CHF | 99,23% | 99,23% |