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 | 0,74% | 99,60 % | 100,10 % | 500 000 | 500 000 | 145 116 | 145 116 | 144 556 CHF | 145 377 CHF | 99,64% | 99,64% |
19/11/2024 | 0,73% | 99,30 % | 99,80 % | 500 000 | 500 000 | 146 963 | 146 963 | 145 910 CHF | 146 750 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 98,90 % | 99,40 % | 500 000 | 500 000 | 146 879 | 146 879 | 145 181 CHF | 146 018 CHF | 99,77% | 99,77% |
15/11/2024 | 0,72% | 98,70 % | 99,20 % | 500 000 | 500 000 | 147 422 | 147 422 | 145 633 CHF | 146 473 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 98,30 % | 98,80 % | 500 000 | 500 000 | 145 698 | 145 698 | 143 325 CHF | 144 162 CHF | 99,10% | 99,10% |
13/11/2024 | 2,93% | 98,70 % | 99,20 % | 500 000 | 500 000 | 145 041 | 145 041 | 143 336 CHF | 145 247 CHF | 99,30% | 99,30% |
12/11/2024 | 1,65% | 98,90 % | 99,40 % | 500 000 | 500 000 | 144 886 | 144 886 | 143 334 CHF | 144 607 CHF | 99,69% | 99,69% |
11/11/2024 | 0,52% | 99,40 % | 99,90 % | 500 000 | 500 000 | 144 421 | 144 421 | 143 728 CHF | 144 456 CHF | 99,87% | 99,87% |
08/11/2024 | 0,53% | 99,50 % | 100,00 % | 500 000 | 500 000 | 143 827 | 143 827 | 143 046 CHF | 143 773 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 100,00 % | 100,50 % | 500 000 | 500 000 | 144 796 | 144 796 | 144 740 CHF | 145 467 CHF | 100,00% | 100,00% |