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 | 0,87% | 92,10 % | 92,90 % | 500 000 | 500 000 | 143 765 | 143 765 | 132 348 CHF | 133 498 CHF | 97,95% | 97,95% |
19/11/2024 | 1,08% | 92,00 % | 93,00 % | 500 000 | 500 000 | 148 213 | 148 213 | 136 236 CHF | 137 719 CHF | 100,00% | 100,00% |
18/11/2024 | 1,08% | 92,90 % | 93,90 % | 500 000 | 500 000 | 148 332 | 148 332 | 137 656 CHF | 139 142 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 92,40 % | 93,20 % | 500 000 | 500 000 | 148 239 | 148 239 | 138 009 CHF | 139 196 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,50 % | 95,30 % | 500 000 | 500 000 | 148 222 | 148 222 | 140 308 CHF | 141 494 CHF | 100,00% | 100,00% |
13/11/2024 | 1,05% | 94,40 % | 95,40 % | 500 000 | 500 000 | 148 210 | 148 210 | 140 010 CHF | 141 492 CHF | 100,00% | 100,00% |
12/11/2024 | 1,05% | 94,70 % | 95,70 % | 500 000 | 500 000 | 148 318 | 148 318 | 140 758 CHF | 142 242 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,60 % | 96,40 % | 500 000 | 500 000 | 148 240 | 148 240 | 141 901 CHF | 143 087 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,50 % | 96,30 % | 500 000 | 500 000 | 148 203 | 148 203 | 141 430 CHF | 142 616 CHF | 100,00% | 100,00% |
07/11/2024 | 1,04% | 95,30 % | 96,30 % | 500 000 | 500 000 | 148 951 | 148 951 | 142 191 CHF | 143 681 CHF | 99,24% | 99,24% |