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 | 0,85% | 105,10 % | 105,90 % | 500 000 | 500 000 | 139 711 | 139 711 | 146 834 CHF | 147 956 CHF | 98,59% | 98,59% |
19/11/2024 | 0,96% | 105,00 % | 106,00 % | 500 000 | 500 000 | 147 139 | 147 139 | 154 439 CHF | 155 915 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 105,00 % | 106,00 % | 500 000 | 500 000 | 142 335 | 142 335 | 149 527 CHF | 150 978 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 105,10 % | 105,90 % | 500 000 | 500 000 | 146 731 | 146 731 | 154 282 CHF | 155 463 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 105,00 % | 105,80 % | 500 000 | 500 000 | 140 742 | 140 742 | 147 791 CHF | 148 937 CHF | 98,48% | 98,48% |
13/11/2024 | 0,97% | 104,70 % | 105,70 % | 50 000 | 50 000 | 48 634 | 48 634 | 50 917 CHF | 51 409 CHF | 37,94% | 37,94% |
12/11/2024 | 0,95% | 104,60 % | 105,60 % | 500 000 | 500 000 | 148 124 | 148 124 | 154 935 CHF | 156 417 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 104,80 % | 105,60 % | 500 000 | 500 000 | 148 317 | 148 317 | 155 252 CHF | 156 439 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 104,50 % | 105,30 % | 500 000 | 500 000 | 148 061 | 148 061 | 154 759 CHF | 155 944 CHF | 100,00% | 100,00% |
07/11/2024 | 0,97% | 104,40 % | 105,40 % | 500 000 | 500 000 | 147 552 | 147 552 | 153 827 CHF | 155 306 CHF | 100,00% | 100,00% |