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 | 1,08% | 63,99 % | 64,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 96 295 CHF | 97 345 CHF | 100,00% | 100,00% |
19/11/2024 | 1,08% | 64,07 % | 64,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 96 285 CHF | 97 335 CHF | 89,38% | 89,38% |
18/11/2024 | 1,06% | 65,55 % | 66,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 98 097 CHF | 99 147 CHF | 99,67% | 99,67% |
15/11/2024 | 1,07% | 64,89 % | 65,59 % | 150 000 | 150 000 | 150 000 | 150 000 | 97 915 CHF | 98 965 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 65,80 % | 66,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 98 210 CHF | 99 260 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 64,86 % | 65,56 % | 150 000 | 150 000 | 150 000 | 150 000 | 97 372 CHF | 98 422 CHF | 100,00% | 100,00% |
12/11/2024 | 1,07% | 65,01 % | 65,71 % | 150 000 | 150 000 | 150 000 | 150 000 | 97 942 CHF | 98 992 CHF | 98,75% | 98,75% |
11/11/2024 | 1,05% | 66,02 % | 66,72 % | 150 000 | 150 000 | 150 000 | 150 000 | 99 411 CHF | 100 461 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 66,03 % | 66,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 99 246 CHF | 100 296 CHF | 99,84% | 99,84% |
07/11/2024 | 1,05% | 66,40 % | 67,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 99 875 CHF | 100 925 CHF | 100,00% | 100,00% |