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 | 1,03% | 67,16 % | 67,86 % | 150 000 | 150 000 | 150 000 | 150 000 | 101 090 CHF | 102 140 CHF | 100,00% | 100,00% |
19/11/2024 | 1,03% | 67,25 % | 67,95 % | 150 000 | 150 000 | 150 000 | 150 000 | 101 083 CHF | 102 133 CHF | 89,37% | 89,37% |
18/11/2024 | 1,01% | 68,84 % | 69,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 103 014 CHF | 104 064 CHF | 99,67% | 99,67% |
15/11/2024 | 1,02% | 68,15 % | 68,85 % | 150 000 | 150 000 | 150 000 | 150 000 | 102 910 CHF | 103 960 CHF | 100,00% | 100,00% |
14/11/2024 | 1,01% | 69,27 % | 69,97 % | 150 000 | 150 000 | 150 000 | 150 000 | 103 343 CHF | 104 393 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 68,24 % | 68,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 102 465 CHF | 103 515 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 70,30 % | 71,00 % | 150 000 | 150 000 | 150 000 | 150 000 | 105 853 CHF | 106 903 CHF | 98,75% | 98,75% |
11/11/2024 | 0,97% | 71,33 % | 72,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 107 413 CHF | 108 463 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 71,33 % | 72,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 107 271 CHF | 108 321 CHF | 99,85% | 99,85% |
07/11/2024 | 0,97% | 71,81 % | 72,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 108 028 CHF | 109 078 CHF | 100,00% | 100,00% |