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 | 1,61% | 106,20 % | 108,10 % | 50 000 | 50 000 | 122 004 | 122 004 | 129 700 CHF | 131 138 CHF | 97,73% | 97,73% |
19/11/2024 | 1,62% | 106,00 % | 107,90 % | 50 000 | 50 000 | 111 810 | 114 592 | 119 006 CHF | 123 357 CHF | 98,24% | 98,24% |
18/11/2024 | 1,62% | 106,30 % | 108,20 % | 50 000 | 50 000 | 117 878 | 118 011 | 125 222 CHF | 126 775 CHF | 99,13% | 99,13% |
15/11/2024 | 1,61% | 106,30 % | 108,20 % | 50 000 | 50 000 | 119 916 | 119 916 | 127 646 CHF | 129 070 CHF | 99,60% | 99,60% |
14/11/2024 | 1,61% | 106,20 % | 108,10 % | 50 000 | 50 000 | 119 709 | 119 709 | 127 277 CHF | 128 699 CHF | 99,57% | 99,57% |
13/11/2024 | 1,61% | 106,70 % | 108,60 % | 50 000 | 50 000 | 118 549 | 118 549 | 126 702 CHF | 128 117 CHF | 99,27% | 99,27% |
12/11/2024 | 1,61% | 106,60 % | 108,50 % | 50 000 | 50 000 | 118 401 | 118 401 | 126 598 CHF | 128 012 CHF | 99,19% | 99,19% |
11/11/2024 | 1,60% | 107,10 % | 109,00 % | 50 000 | 50 000 | 120 596 | 120 596 | 129 216 CHF | 130 645 CHF | 99,77% | 99,77% |
08/11/2024 | 1,61% | 106,60 % | 108,50 % | 50 000 | 50 000 | 120 174 | 120 174 | 128 310 CHF | 129 735 CHF | 99,66% | 99,66% |
07/11/2024 | 1,61% | 106,70 % | 108,60 % | 50 000 | 50 000 | 121 273 | 121 273 | 128 707 CHF | 130 140 CHF | 99,03% | 99,03% |