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 | 0,78% | 89,02 % | 89,72 % | 150 000 | 150 000 | 150 000 | 150 000 | 134 528 CHF | 135 578 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 89,16 % | 89,86 % | 150 000 | 150 000 | 150 000 | 150 000 | 134 325 CHF | 135 375 CHF | 89,36% | 89,36% |
18/11/2024 | 0,76% | 92,51 % | 93,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 305 CHF | 139 355 CHF | 99,66% | 99,66% |
15/11/2024 | 0,76% | 90,90 % | 91,60 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 812 CHF | 138 862 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 93,05 % | 93,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 055 CHF | 140 105 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 91,50 % | 92,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 469 CHF | 138 519 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 91,91 % | 92,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 729 CHF | 139 779 CHF | 98,75% | 98,75% |
11/11/2024 | 0,74% | 93,85 % | 94,55 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 372 CHF | 142 422 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 93,77 % | 94,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 121 CHF | 142 171 CHF | 99,85% | 99,85% |
07/11/2024 | 0,74% | 94,46 % | 95,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 998 CHF | 143 048 CHF | 100,00% | 100,00% |