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 | 1,00% | 101,60 % | 102,60 % | 500 000 | 500 000 | 142 434 | 142 434 | 144 723 CHF | 146 148 CHF | 97,73% | 97,73% |
19/11/2024 | 1,00% | 101,40 % | 102,40 % | 500 000 | 500 000 | 145 903 | 145 903 | 147 827 CHF | 149 291 CHF | 99,67% | 99,67% |
18/11/2024 | 0,81% | 101,50 % | 102,30 % | 500 000 | 500 000 | 146 786 | 146 786 | 148 943 CHF | 150 124 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,20 % | 103,00 % | 500 000 | 500 000 | 148 003 | 148 003 | 151 421 CHF | 152 609 CHF | 99,19% | 99,19% |
14/11/2024 | 1,00% | 102,40 % | 103,40 % | 500 000 | 500 000 | 124 228 | 124 228 | 127 191 CHF | 128 442 CHF | 94,09% | 94,09% |
13/11/2024 | 0,98% | 102,30 % | 103,30 % | 500 000 | 500 000 | 147 793 | 147 793 | 151 271 CHF | 152 750 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 102,40 % | 103,20 % | 500 000 | 500 000 | 147 284 | 147 284 | 150 870 CHF | 152 052 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 102,00 % | 102,80 % | 500 000 | 500 000 | 147 637 | 147 637 | 150 569 CHF | 151 753 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 101,30 % | 102,30 % | 500 000 | 500 000 | 147 502 | 147 502 | 149 504 CHF | 150 982 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 101,30 % | 102,30 % | 500 000 | 500 000 | 149 763 | 149 763 | 151 635 CHF | 153 133 CHF | 98,27% | 98,27% |