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 | 1,67% | 104,20 % | 105,20 % | 500 000 | 500 000 | 143 123 | 143 123 | 148 484 CHF | 150 288 CHF | 98,58% | 98,58% |
19/11/2024 | 1,64% | 104,20 % | 105,20 % | 500 000 | 500 000 | 148 233 | 148 233 | 154 534 CHF | 156 384 CHF | 100,00% | 100,00% |
18/11/2024 | 1,46% | 104,60 % | 105,40 % | 500 000 | 500 000 | 148 316 | 148 316 | 154 945 CHF | 156 499 CHF | 100,00% | 100,00% |
15/11/2024 | 1,47% | 102,90 % | 103,70 % | 500 000 | 500 000 | 149 400 | 149 400 | 154 002 CHF | 155 562 CHF | 98,83% | 98,83% |
14/11/2024 | 1,66% | 103,30 % | 104,30 % | 500 000 | 500 000 | 148 295 | 148 295 | 153 219 CHF | 155 069 CHF | 100,00% | 100,00% |
13/11/2024 | 1,66% | 103,30 % | 104,30 % | 500 000 | 500 000 | 148 229 | 148 229 | 153 303 CHF | 155 152 CHF | 100,00% | 100,00% |
12/11/2024 | 1,47% | 102,50 % | 103,30 % | 500 000 | 500 000 | 148 241 | 148 241 | 152 607 CHF | 154 160 CHF | 100,00% | 100,00% |
11/11/2024 | 1,47% | 103,40 % | 104,20 % | 500 000 | 500 000 | 148 259 | 148 259 | 153 610 CHF | 155 163 CHF | 100,00% | 100,00% |
08/11/2024 | 1,67% | 102,60 % | 103,60 % | 500 000 | 500 000 | 148 222 | 148 222 | 152 203 CHF | 154 053 CHF | 100,00% | 100,00% |
07/11/2024 | 1,67% | 103,10 % | 104,10 % | 500 000 | 500 000 | 148 952 | 148 952 | 153 461 CHF | 155 318 CHF | 99,23% | 99,23% |