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 | 0,89% | 89,80 % | 90,60 % | 500 000 | 500 000 | 142 950 | 142 950 | 128 772 CHF | 129 916 CHF | 98,58% | 98,58% |
19/11/2024 | 1,10% | 90,40 % | 91,40 % | 500 000 | 500 000 | 147 804 | 147 804 | 133 669 CHF | 135 148 CHF | 100,00% | 100,00% |
18/11/2024 | 1,11% | 90,20 % | 91,20 % | 500 000 | 500 000 | 147 181 | 147 181 | 133 388 CHF | 134 864 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 91,50 % | 92,30 % | 500 000 | 500 000 | 147 850 | 147 850 | 136 711 CHF | 137 895 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 93,40 % | 94,20 % | 500 000 | 500 000 | 145 727 | 145 727 | 135 290 CHF | 136 465 CHF | 100,00% | 100,00% |
13/11/2024 | 2,30% | 93,20 % | 94,20 % | 500 000 | 500 000 | 146 306 | 146 306 | 135 228 CHF | 137 231 CHF | 100,00% | 100,00% |
12/11/2024 | 1,64% | 92,20 % | 93,20 % | 500 000 | 500 000 | 148 140 | 148 140 | 137 263 CHF | 139 018 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 94,70 % | 95,50 % | 500 000 | 500 000 | 147 261 | 147 261 | 139 655 CHF | 140 837 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 94,30 % | 95,10 % | 500 000 | 500 000 | 145 049 | 145 049 | 136 707 CHF | 137 880 CHF | 100,00% | 100,00% |
07/11/2024 | 1,03% | 97,30 % | 98,30 % | 500 000 | 500 000 | 148 889 | 148 889 | 144 184 CHF | 145 673 CHF | 99,23% | 99,23% |