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 | 1,56% | 101,40 % | 102,20 % | 500 000 | 500 000 | 141 606 | 141 606 | 143 637 CHF | 145 126 CHF | 97,94% | 97,94% |
19/11/2024 | 1,70% | 101,50 % | 102,50 % | 500 000 | 500 000 | 147 710 | 147 710 | 149 831 CHF | 151 674 CHF | 100,00% | 100,00% |
18/11/2024 | 1,69% | 102,20 % | 103,20 % | 500 000 | 500 000 | 147 942 | 147 942 | 151 104 CHF | 152 950 CHF | 100,00% | 100,00% |
15/11/2024 | 1,50% | 101,90 % | 102,70 % | 500 000 | 500 000 | 147 503 | 147 503 | 150 316 CHF | 151 859 CHF | 100,00% | 100,00% |
14/11/2024 | 1,50% | 102,10 % | 102,90 % | 500 000 | 500 000 | 148 200 | 148 200 | 150 996 CHF | 152 548 CHF | 100,00% | 100,00% |
13/11/2024 | 1,68% | 102,20 % | 103,20 % | 500 000 | 500 000 | 148 109 | 148 109 | 151 594 CHF | 153 441 CHF | 100,00% | 100,00% |
12/11/2024 | 1,68% | 101,90 % | 102,90 % | 500 000 | 500 000 | 148 331 | 148 331 | 151 212 CHF | 153 062 CHF | 100,00% | 100,00% |
11/11/2024 | 1,50% | 102,20 % | 103,00 % | 500 000 | 500 000 | 147 646 | 147 646 | 150 979 CHF | 152 527 CHF | 100,00% | 100,00% |
08/11/2024 | 1,50% | 101,30 % | 102,10 % | 500 000 | 500 000 | 148 172 | 148 172 | 150 219 CHF | 151 772 CHF | 100,00% | 100,00% |
07/11/2024 | 1,69% | 101,70 % | 102,70 % | 500 000 | 500 000 | 148 664 | 148 664 | 151 139 CHF | 152 992 CHF | 99,23% | 99,23% |