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 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 143 850 | 143 850 | 141 456 CHF | 142 895 CHF | 97,95% | 97,95% |
19/11/2024 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 148 232 | 148 232 | 145 460 CHF | 146 942 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 148 270 | 148 270 | 145 968 CHF | 147 154 CHF | 99,93% | 99,93% |
15/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 148 961 | 148 961 | 146 814 CHF | 148 005 CHF | 99,31% | 99,31% |
14/11/2024 | 1,01% | 98,90 % | 99,90 % | 500 000 | 500 000 | 148 166 | 148 166 | 146 491 CHF | 147 973 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 98,80 % | 99,80 % | 500 000 | 500 000 | 147 697 | 147 697 | 145 841 CHF | 147 318 CHF | 99,89% | 99,89% |
12/11/2024 | 0,80% | 98,90 % | 99,70 % | 500 000 | 500 000 | 148 185 | 148 185 | 146 741 CHF | 147 926 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 148 328 | 148 328 | 147 116 CHF | 148 302 CHF | 100,00% | 100,00% |
08/11/2024 | 1,01% | 98,80 % | 99,80 % | 500 000 | 500 000 | 148 239 | 148 239 | 146 493 CHF | 147 975 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 98,90 % | 99,90 % | 500 000 | 500 000 | 148 969 | 148 969 | 147 278 CHF | 148 768 CHF | 99,23% | 99,23% |