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 | 1,01% | 69,01 % | 69,71 % | 150 000 | 150 000 | 150 000 | 150 000 | 103 863 CHF | 104 913 CHF | 100,00% | 100,00% |
19/11/2024 | 1,01% | 69,12 % | 69,82 % | 150 000 | 150 000 | 150 000 | 150 000 | 103 891 CHF | 104 941 CHF | 89,35% | 89,35% |
18/11/2024 | 0,99% | 70,78 % | 71,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 105 992 CHF | 107 042 CHF | 99,68% | 99,68% |
15/11/2024 | 0,99% | 70,10 % | 70,80 % | 150 000 | 150 000 | 150 000 | 150 000 | 105 862 CHF | 106 912 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 71,21 % | 71,91 % | 150 000 | 150 000 | 150 000 | 150 000 | 106 236 CHF | 107 286 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 70,13 % | 70,83 % | 150 000 | 150 000 | 150 000 | 150 000 | 105 294 CHF | 106 344 CHF | 100,00% | 100,00% |
12/11/2024 | 0,99% | 70,32 % | 71,02 % | 150 000 | 150 000 | 150 000 | 150 000 | 105 903 CHF | 106 953 CHF | 98,73% | 98,73% |
11/11/2024 | 0,97% | 71,40 % | 72,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 107 550 CHF | 108 600 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 71,42 % | 72,12 % | 150 000 | 150 000 | 150 000 | 150 000 | 107 408 CHF | 108 458 CHF | 99,84% | 99,84% |
07/11/2024 | 0,77% | 89,75 % | 90,45 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 171 CHF | 137 221 CHF | 99,87% | 99,87% |