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 | 0,81% | 97,40 % | 98,20 % | 500 000 | 500 000 | 143 742 | 143 742 | 140 267 CHF | 141 417 CHF | 97,95% | 97,95% |
19/11/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 148 186 | 148 186 | 144 861 CHF | 146 343 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 148 324 | 148 324 | 145 033 CHF | 146 517 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 148 182 | 148 182 | 144 291 CHF | 145 477 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 98,00 % | 98,80 % | 500 000 | 500 000 | 148 149 | 148 149 | 144 976 CHF | 146 161 CHF | 100,00% | 100,00% |
13/11/2024 | 3,43% | 98,60 % | 99,60 % | 500 000 | 500 000 | 147 971 | 147 971 | 145 592 CHF | 148 292 CHF | 100,00% | 100,00% |
12/11/2024 | 2,13% | 98,40 % | 99,40 % | 500 000 | 500 000 | 147 976 | 147 976 | 146 015 CHF | 148 064 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 148 236 | 148 236 | 147 379 CHF | 148 565 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 98,90 % | 99,70 % | 500 000 | 500 000 | 148 199 | 148 199 | 146 744 CHF | 147 930 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 99,10 % | 100,10 % | 500 000 | 500 000 | 148 821 | 148 821 | 147 684 CHF | 149 172 CHF | 99,23% | 99,23% |