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 | 1,70% | 101,00 % | 102,00 % | 500 000 | 500 000 | 143 855 | 143 855 | 145 617 CHF | 147 428 CHF | 97,94% | 97,94% |
19/11/2024 | 1,70% | 101,50 % | 102,50 % | 500 000 | 500 000 | 147 742 | 147 742 | 149 808 CHF | 151 652 CHF | 100,00% | 100,00% |
18/11/2024 | 1,49% | 101,50 % | 102,30 % | 500 000 | 500 000 | 148 292 | 148 292 | 150 971 CHF | 152 525 CHF | 100,00% | 100,00% |
15/11/2024 | 1,52% | 102,80 % | 103,60 % | 500 000 | 500 000 | 144 793 | 144 793 | 148 916 CHF | 150 421 CHF | 100,00% | 100,00% |
14/11/2024 | 1,68% | 102,10 % | 103,10 % | 500 000 | 500 000 | 148 291 | 148 291 | 151 415 CHF | 153 265 CHF | 100,00% | 100,00% |
13/11/2024 | 1,69% | 101,80 % | 102,80 % | 500 000 | 500 000 | 148 184 | 148 184 | 150 850 CHF | 152 700 CHF | 100,00% | 100,00% |
12/11/2024 | 1,59% | 100,90 % | 101,70 % | 500 000 | 500 000 | 142 516 | 142 516 | 143 776 CHF | 145 251 CHF | 100,00% | 100,00% |
11/11/2024 | 1,51% | 100,90 % | 101,70 % | 500 000 | 500 000 | 148 321 | 148 321 | 149 528 CHF | 151 082 CHF | 100,00% | 100,00% |
08/11/2024 | 1,72% | 99,90 % | 100,90 % | 500 000 | 500 000 | 148 256 | 148 256 | 147 924 CHF | 149 774 CHF | 100,00% | 100,00% |
07/11/2024 | 1,75% | 99,20 % | 100,20 % | 500 000 | 500 000 | 148 301 | 147 418 | 147 079 CHF | 148 035 CHF | 99,23% | 99,23% |