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 | 1,03% | 101,60 % | 102,60 % | 500 000 | 500 000 | 141 959 | 141 959 | 144 712 CHF | 146 135 CHF | 97,94% | 97,94% |
19/11/2024 | 0,80% | 102,40 % | 103,20 % | 500 000 | 500 000 | 147 045 | 147 045 | 150 554 CHF | 151 735 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 101,50 % | 102,30 % | 500 000 | 500 000 | 146 009 | 146 009 | 147 710 CHF | 148 887 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 102,10 % | 103,10 % | 500 000 | 500 000 | 148 481 | 148 481 | 151 951 CHF | 153 438 CHF | 99,19% | 99,19% |
14/11/2024 | 0,97% | 103,40 % | 104,40 % | 500 000 | 500 000 | 147 491 | 147 491 | 152 374 CHF | 153 851 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 102,20 % | 103,00 % | 500 000 | 500 000 | 147 414 | 147 414 | 150 862 CHF | 152 044 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 102,80 % | 103,60 % | 500 000 | 500 000 | 145 628 | 145 628 | 149 823 CHF | 150 998 CHF | 100,00% | 100,00% |
11/11/2024 | 0,98% | 102,50 % | 103,50 % | 500 000 | 500 000 | 147 579 | 147 579 | 151 247 CHF | 152 726 CHF | 100,00% | 100,00% |
08/11/2024 | 1,00% | 101,70 % | 102,70 % | 500 000 | 500 000 | 146 708 | 146 708 | 149 388 CHF | 150 861 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 102,50 % | 103,30 % | 500 000 | 500 000 | 148 327 | 148 327 | 151 959 CHF | 153 149 CHF | 99,24% | 99,24% |