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 | 0,50% | 101,40 % | 101,90 % | 500 000 | 500 000 | 145 807 | 145 807 | 147 848 CHF | 148 579 CHF | 99,01% | 99,01% |
19/11/2024 | 0,51% | 101,40 % | 101,90 % | 500 000 | 500 000 | 144 843 | 144 843 | 146 871 CHF | 147 598 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 101,40 % | 101,90 % | 500 000 | 500 000 | 145 084 | 145 084 | 147 115 CHF | 147 843 CHF | 99,77% | 99,77% |
15/11/2024 | 0,52% | 101,40 % | 101,90 % | 500 000 | 500 000 | 145 851 | 145 851 | 147 863 CHF | 148 602 CHF | 97,13% | 97,13% |
14/11/2024 | 0,51% | 101,40 % | 101,90 % | 500 000 | 500 000 | 145 561 | 145 561 | 147 598 CHF | 148 330 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 101,40 % | 101,90 % | 500 000 | 500 000 | 144 450 | 144 450 | 146 471 CHF | 147 199 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 101,40 % | 101,90 % | 500 000 | 500 000 | 144 814 | 144 814 | 146 803 CHF | 147 530 CHF | 100,00% | 100,00% |
11/11/2024 | 0,65% | 101,40 % | 101,90 % | 500 000 | 500 000 | 141 123 | 141 123 | 143 097 CHF | 143 843 CHF | 99,87% | 99,87% |
08/11/2024 | 0,52% | 101,40 % | 101,90 % | 500 000 | 500 000 | 143 896 | 143 896 | 145 880 CHF | 146 608 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 101,40 % | 101,90 % | 500 000 | 500 000 | 145 567 | 145 567 | 147 605 CHF | 148 336 CHF | 99,23% | 99,23% |