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 | 0,71% | 98,34 % | 99,04 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 681 CHF | 148 731 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,20 % | 98,90 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 176 CHF | 148 226 CHF | 89,38% | 89,38% |
18/11/2024 | 0,71% | 98,33 % | 99,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 492 CHF | 148 542 CHF | 99,66% | 99,66% |
15/11/2024 | 0,71% | 98,17 % | 98,87 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 865 CHF | 148 915 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 98,98 % | 99,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 423 CHF | 149 473 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 100,38 % | 101,08 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 519 CHF | 151 569 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 100,47 % | 101,17 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 856 CHF | 151 906 CHF | 98,74% | 98,74% |
11/11/2024 | 0,69% | 100,54 % | 101,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 862 CHF | 151 912 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 100,41 % | 101,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 620 CHF | 151 670 CHF | 99,84% | 99,84% |
07/11/2024 | 0,70% | 100,45 % | 101,15 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 544 CHF | 151 594 CHF | 100,00% | 100,00% |