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 | 0,70% | 98,74 % | 99,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 431 CHF | 149 481 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,81 % | 99,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 330 CHF | 149 380 CHF | 89,38% | 89,38% |
18/11/2024 | 0,70% | 99,09 % | 99,79 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 639 CHF | 149 689 CHF | 99,68% | 99,68% |
15/11/2024 | 0,71% | 98,75 % | 99,45 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 288 CHF | 149 338 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,03 % | 99,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 627 CHF | 149 677 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 98,88 % | 99,58 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 347 CHF | 149 397 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 98,85 % | 99,55 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 529 CHF | 149 579 CHF | 98,73% | 98,73% |
11/11/2024 | 0,70% | 99,20 % | 99,90 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 801 CHF | 149 851 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 99,03 % | 99,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 608 CHF | 149 658 CHF | 99,84% | 99,84% |
07/11/2024 | 0,70% | 99,06 % | 99,76 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 585 CHF | 149 635 CHF | 100,00% | 100,00% |