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 | 1,02% | 97,00 % | 98,00 % | 500 000 | 500 000 | 143 680 | 143 680 | 139 548 CHF | 140 985 CHF | 97,95% | 97,95% |
19/11/2024 | 1,02% | 96,90 % | 97,90 % | 500 000 | 500 000 | 148 071 | 148 071 | 143 611 CHF | 145 092 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 98,00 % | 98,80 % | 500 000 | 500 000 | 147 902 | 147 902 | 144 925 CHF | 146 110 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,80 % | 98,60 % | 500 000 | 500 000 | 148 084 | 148 084 | 145 380 CHF | 146 565 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 148 218 | 148 218 | 147 352 CHF | 148 834 CHF | 100,00% | 100,00% |
13/11/2024 | 1,00% | 99,00 % | 100,00 % | 500 000 | 500 000 | 148 193 | 148 193 | 146 619 CHF | 148 100 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 148 302 | 148 302 | 147 290 CHF | 148 476 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,70 % | 100,50 % | 500 000 | 500 000 | 148 233 | 148 233 | 148 032 CHF | 149 218 CHF | 100,00% | 100,00% |
08/11/2024 | 1,01% | 98,90 % | 99,90 % | 500 000 | 500 000 | 148 199 | 148 199 | 146 538 CHF | 148 020 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 99,40 % | 100,40 % | 500 000 | 500 000 | 148 980 | 148 980 | 148 297 CHF | 149 787 CHF | 99,24% | 99,24% |