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% | 102,70 % | 103,20 % | 500 000 | 500 000 | 146 752 | 146 752 | 150 789 CHF | 151 524 CHF | 99,01% | 99,01% |
19/11/2024 | 1,13% | 102,70 % | 103,20 % | 500 000 | 500 000 | 130 651 | 130 651 | 134 174 CHF | 134 993 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 102,70 % | 103,20 % | 500 000 | 500 000 | 145 443 | 145 443 | 149 226 CHF | 149 959 CHF | 99,77% | 99,77% |
15/11/2024 | 0,50% | 103,00 % | 103,50 % | 500 000 | 500 000 | 144 900 | 144 900 | 149 279 CHF | 150 004 CHF | 98,23% | 98,23% |
14/11/2024 | 0,50% | 103,10 % | 103,60 % | 500 000 | 500 000 | 145 717 | 145 717 | 150 234 CHF | 150 966 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 103,00 % | 103,50 % | 500 000 | 500 000 | 144 458 | 144 458 | 148 792 CHF | 149 519 CHF | 100,00% | 100,00% |
12/11/2024 | 1,13% | 103,20 % | 103,70 % | 500 000 | 500 000 | 115 825 | 115 825 | 119 513 CHF | 120 317 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 103,10 % | 103,60 % | 500 000 | 500 000 | 144 349 | 144 349 | 148 888 CHF | 149 615 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 103,20 % | 103,70 % | 500 000 | 500 000 | 140 427 | 140 427 | 144 942 CHF | 145 655 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 103,10 % | 103,60 % | 500 000 | 500 000 | 145 027 | 145 027 | 149 415 CHF | 150 144 CHF | 99,76% | 99,76% |