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 | 1,81% | 95,30 % | 96,30 % | 500 000 | 500 000 | 143 232 | 143 232 | 136 474 CHF | 138 279 CHF | 98,59% | 98,59% |
19/11/2024 | 1,80% | 95,70 % | 96,70 % | 500 000 | 500 000 | 148 183 | 148 183 | 141 428 CHF | 143 276 CHF | 100,00% | 100,00% |
18/11/2024 | 1,58% | 96,40 % | 97,20 % | 500 000 | 500 000 | 148 287 | 148 287 | 142 685 CHF | 144 239 CHF | 100,00% | 100,00% |
15/11/2024 | 1,58% | 96,20 % | 97,00 % | 500 000 | 500 000 | 148 239 | 148 239 | 142 771 CHF | 144 324 CHF | 100,00% | 100,00% |
14/11/2024 | 1,78% | 96,70 % | 97,70 % | 500 000 | 500 000 | 148 272 | 148 272 | 143 052 CHF | 144 902 CHF | 100,00% | 100,00% |
13/11/2024 | 1,79% | 95,90 % | 96,90 % | 500 000 | 500 000 | 148 211 | 148 211 | 142 128 CHF | 143 977 CHF | 100,00% | 100,00% |
12/11/2024 | 1,57% | 96,50 % | 97,30 % | 500 000 | 500 000 | 148 296 | 148 296 | 143 401 CHF | 144 955 CHF | 100,00% | 100,00% |
11/11/2024 | 1,56% | 97,40 % | 98,20 % | 500 000 | 500 000 | 148 309 | 148 309 | 144 439 CHF | 145 993 CHF | 100,00% | 100,00% |
08/11/2024 | 1,77% | 96,90 % | 97,90 % | 500 000 | 500 000 | 148 182 | 148 182 | 143 613 CHF | 145 462 CHF | 100,00% | 100,00% |
07/11/2024 | 1,76% | 97,50 % | 98,50 % | 500 000 | 500 000 | 148 196 | 148 196 | 144 713 CHF | 146 562 CHF | 100,00% | 100,00% |