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 | 1,65% | 98,50 % | 99,00 % | 500 000 | 500 000 | 145 804 | 145 804 | 143 613 CHF | 144 899 CHF | 99,01% | 99,01% |
19/11/2024 | 1,67% | 98,10 % | 98,60 % | 500 000 | 500 000 | 145 042 | 145 042 | 141 253 CHF | 142 535 CHF | 100,00% | 100,00% |
18/11/2024 | 1,66% | 97,50 % | 98,00 % | 500 000 | 500 000 | 145 071 | 145 071 | 140 900 CHF | 142 182 CHF | 99,77% | 99,77% |
15/11/2024 | 1,65% | 98,50 % | 99,00 % | 500 000 | 500 000 | 145 044 | 145 044 | 142 774 CHF | 144 056 CHF | 100,00% | 100,00% |
14/11/2024 | 1,65% | 98,30 % | 98,80 % | 500 000 | 500 000 | 145 883 | 145 883 | 143 235 CHF | 144 519 CHF | 99,10% | 99,10% |
13/11/2024 | 1,65% | 99,20 % | 99,70 % | 500 000 | 500 000 | 145 541 | 145 541 | 144 397 CHF | 145 682 CHF | 99,69% | 99,69% |