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 | 1,53% | 100,00 % | 100,80 % | 500 000 | 500 000 | 143 257 | 143 257 | 143 432 CHF | 144 950 CHF | 98,58% | 98,58% |
19/11/2024 | 1,72% | 100,20 % | 101,20 % | 500 000 | 500 000 | 147 742 | 147 742 | 148 017 CHF | 149 861 CHF | 100,00% | 100,00% |
18/11/2024 | 1,71% | 100,10 % | 101,10 % | 500 000 | 500 000 | 148 305 | 148 305 | 148 806 CHF | 150 656 CHF | 100,00% | 100,00% |
15/11/2024 | 1,55% | 100,90 % | 101,70 % | 500 000 | 500 000 | 144 793 | 144 793 | 146 229 CHF | 147 734 CHF | 100,00% | 100,00% |
14/11/2024 | 1,51% | 100,90 % | 101,70 % | 500 000 | 500 000 | 148 292 | 148 292 | 149 664 CHF | 151 218 CHF | 100,00% | 100,00% |
13/11/2024 | 1,70% | 101,00 % | 102,00 % | 500 000 | 500 000 | 148 184 | 148 184 | 149 620 CHF | 151 469 CHF | 100,00% | 100,00% |
12/11/2024 | 1,79% | 100,70 % | 101,70 % | 500 000 | 500 000 | 142 524 | 142 524 | 143 490 CHF | 145 250 CHF | 100,00% | 100,00% |
11/11/2024 | 1,51% | 101,00 % | 101,80 % | 500 000 | 500 000 | 148 330 | 148 330 | 149 775 CHF | 151 329 CHF | 100,00% | 100,00% |
08/11/2024 | 1,51% | 101,20 % | 102,00 % | 500 000 | 500 000 | 148 276 | 148 276 | 149 980 CHF | 151 533 CHF | 100,00% | 100,00% |
07/11/2024 | 1,72% | 100,50 % | 101,50 % | 500 000 | 500 000 | 148 298 | 148 298 | 149 054 CHF | 150 901 CHF | 99,24% | 99,24% |