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 | 1,34% | 98,60 % | 99,60 % | 500 000 | 500 000 | 143 669 | 143 669 | 141 925 CHF | 143 528 CHF | 97,95% | 97,95% |
19/11/2024 | 1,13% | 99,30 % | 100,10 % | 500 000 | 500 000 | 147 730 | 147 730 | 146 440 CHF | 147 786 CHF | 100,00% | 100,00% |
18/11/2024 | 1,12% | 99,80 % | 100,60 % | 500 000 | 500 000 | 148 295 | 148 295 | 147 710 CHF | 149 058 CHF | 100,00% | 100,00% |
15/11/2024 | 1,32% | 99,40 % | 100,40 % | 500 000 | 500 000 | 148 188 | 148 188 | 147 356 CHF | 149 000 CHF | 100,00% | 100,00% |
14/11/2024 | 1,33% | 99,70 % | 100,70 % | 500 000 | 500 000 | 148 202 | 148 202 | 147 270 CHF | 148 914 CHF | 100,00% | 100,00% |
13/11/2024 | 1,14% | 98,30 % | 99,10 % | 500 000 | 500 000 | 148 134 | 148 134 | 145 361 CHF | 146 707 CHF | 100,00% | 100,00% |
12/11/2024 | 1,13% | 98,30 % | 99,10 % | 500 000 | 500 000 | 148 263 | 148 263 | 146 338 CHF | 147 687 CHF | 100,00% | 100,00% |
11/11/2024 | 1,33% | 99,30 % | 100,30 % | 500 000 | 500 000 | 148 311 | 148 311 | 147 313 CHF | 148 958 CHF | 100,00% | 100,00% |
08/11/2024 | 1,33% | 99,20 % | 100,20 % | 500 000 | 500 000 | 148 182 | 148 182 | 146 824 CHF | 148 469 CHF | 100,00% | 100,00% |
07/11/2024 | 1,12% | 99,30 % | 100,10 % | 500 000 | 500 000 | 148 863 | 148 863 | 147 909 CHF | 149 261 CHF | 99,24% | 99,24% |