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% | 101,40 % | 102,40 % | 500 000 | 500 000 | 143 231 | 143 231 | 145 310 CHF | 146 743 CHF | 97,95% | 97,95% |
19/11/2024 | 1,01% | 101,10 % | 102,10 % | 500 000 | 500 000 | 146 989 | 146 989 | 148 471 CHF | 149 946 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 100,80 % | 101,60 % | 500 000 | 500 000 | 145 356 | 145 356 | 146 353 CHF | 147 522 CHF | 99,06% | 99,06% |
15/11/2024 | 0,80% | 101,10 % | 101,90 % | 500 000 | 500 000 | 147 035 | 147 035 | 148 843 CHF | 150 023 CHF | 98,91% | 98,91% |
14/11/2024 | 0,99% | 101,40 % | 102,40 % | 500 000 | 500 000 | 147 618 | 147 618 | 149 646 CHF | 151 125 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 101,20 % | 102,20 % | 500 000 | 500 000 | 147 793 | 147 793 | 149 622 CHF | 151 102 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,50 % | 102,30 % | 500 000 | 500 000 | 147 284 | 147 284 | 149 372 CHF | 150 554 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,30 % | 102,10 % | 500 000 | 500 000 | 147 638 | 147 638 | 149 617 CHF | 150 801 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 101,20 % | 102,20 % | 500 000 | 500 000 | 147 502 | 147 502 | 149 340 CHF | 150 818 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 101,10 % | 102,10 % | 500 000 | 500 000 | 149 786 | 149 786 | 151 343 CHF | 152 841 CHF | 98,27% | 98,27% |