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 | 1,64% | 96,80 % | 97,60 % | 500 000 | 500 000 | 138 681 | 138 681 | 134 061 CHF | 135 472 CHF | 98,58% | 98,58% |
19/11/2024 | 1,55% | 96,30 % | 97,10 % | 500 000 | 500 000 | 147 575 | 147 575 | 141 316 CHF | 142 837 CHF | 100,00% | 100,00% |
18/11/2024 | 1,75% | 95,00 % | 96,00 % | 500 000 | 500 000 | 147 575 | 147 575 | 140 488 CHF | 142 304 CHF | 100,00% | 100,00% |
15/11/2024 | 1,72% | 96,30 % | 97,30 % | 500 000 | 500 000 | 147 456 | 147 456 | 142 364 CHF | 144 177 CHF | 100,00% | 100,00% |
14/11/2024 | 1,48% | 98,90 % | 99,70 % | 500 000 | 500 000 | 148 167 | 148 167 | 146 565 CHF | 148 089 CHF | 100,00% | 100,00% |
13/11/2024 | 1,49% | 99,50 % | 100,30 % | 500 000 | 500 000 | 148 210 | 148 210 | 147 057 CHF | 148 584 CHF | 100,00% | 100,00% |
12/11/2024 | 1,68% | 98,70 % | 99,70 % | 500 000 | 500 000 | 148 287 | 148 287 | 146 557 CHF | 148 379 CHF | 100,00% | 100,00% |
11/11/2024 | 1,67% | 99,90 % | 100,90 % | 500 000 | 500 000 | 148 236 | 148 236 | 147 829 CHF | 149 650 CHF | 100,00% | 100,00% |
08/11/2024 | 1,49% | 98,50 % | 99,30 % | 500 000 | 500 000 | 148 203 | 148 203 | 145 580 CHF | 147 105 CHF | 100,00% | 100,00% |
07/11/2024 | 1,50% | 97,70 % | 98,50 % | 500 000 | 500 000 | 148 948 | 148 948 | 145 472 CHF | 147 003 CHF | 99,24% | 99,24% |