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 | 1,66% | 104,30 % | 105,30 % | 500 000 | 500 000 | 143 695 | 143 695 | 149 864 CHF | 151 674 CHF | 97,95% | 97,95% |
19/11/2024 | 1,65% | 104,30 % | 105,30 % | 500 000 | 500 000 | 148 160 | 148 160 | 154 497 CHF | 156 345 CHF | 100,00% | 100,00% |
18/11/2024 | 1,46% | 104,40 % | 105,20 % | 500 000 | 500 000 | 148 313 | 148 313 | 154 693 CHF | 156 247 CHF | 100,00% | 100,00% |
15/11/2024 | 1,46% | 104,30 % | 105,10 % | 500 000 | 500 000 | 148 229 | 148 229 | 154 580 CHF | 156 133 CHF | 100,00% | 100,00% |
14/11/2024 | 1,65% | 104,10 % | 105,10 % | 500 000 | 500 000 | 148 215 | 148 215 | 154 191 CHF | 156 041 CHF | 100,00% | 100,00% |
13/11/2024 | 1,93% | 104,00 % | 105,00 % | 500 000 | 500 000 | 131 014 | 131 014 | 136 252 CHF | 137 844 CHF | 100,00% | 100,00% |
12/11/2024 | 1,46% | 104,20 % | 105,00 % | 500 000 | 500 000 | 148 227 | 148 227 | 154 457 CHF | 156 010 CHF | 100,00% | 100,00% |
11/11/2024 | 1,46% | 104,30 % | 105,10 % | 500 000 | 500 000 | 148 327 | 148 327 | 154 816 CHF | 156 370 CHF | 100,00% | 100,00% |
08/11/2024 | 1,80% | 104,20 % | 105,20 % | 500 000 | 500 000 | 137 268 | 137 268 | 142 994 CHF | 144 686 CHF | 100,00% | 100,00% |
07/11/2024 | 1,66% | 104,20 % | 105,20 % | 500 000 | 500 000 | 147 941 | 147 941 | 154 152 CHF | 155 999 CHF | 99,23% | 99,23% |