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 | 0,91% | 87,73 % | 88,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 131 977 CHF | 133 177 CHF | 99,97% | 99,97% |
19/11/2024 | 0,90% | 88,49 % | 89,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 651 CHF | 133 851 CHF | 99,93% | 99,93% |
18/11/2024 | 0,88% | 90,06 % | 90,86 % | 150 000 | 150 000 | 150 000 | 150 000 | 135 653 CHF | 136 853 CHF | 99,99% | 99,99% |
15/11/2024 | 0,88% | 90,43 % | 91,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 135 086 CHF | 136 286 CHF | 99,99% | 99,99% |
14/11/2024 | 0,90% | 89,45 % | 90,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 798 CHF | 133 998 CHF | 99,91% | 99,91% |
13/11/2024 | 0,92% | 87,18 % | 87,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 130 149 CHF | 131 349 CHF | 99,83% | 99,83% |
12/11/2024 | 0,92% | 85,81 % | 86,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 661 CHF | 130 861 CHF | 99,93% | 99,93% |
11/11/2024 | 0,90% | 88,62 % | 89,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 947 CHF | 134 147 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 87,85 % | 88,65 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 845 CHF | 135 045 CHF | 99,90% | 99,90% |
07/11/2024 | 0,86% | 92,93 % | 93,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 211 CHF | 140 411 CHF | 99,94% | 99,94% |