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 | 0,74% | 94,00 % | 94,70 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 785 CHF | 142 835 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 94,16 % | 94,86 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 614 CHF | 141 664 CHF | 89,38% | 89,38% |
18/11/2024 | 0,75% | 93,39 % | 94,09 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 787 CHF | 140 837 CHF | 99,66% | 99,66% |
15/11/2024 | 0,75% | 93,14 % | 93,84 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 296 CHF | 141 346 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 93,36 % | 94,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 188 CHF | 140 238 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 91,69 % | 92,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 410 CHF | 138 460 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 92,91 % | 93,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 212 CHF | 142 262 CHF | 98,74% | 98,74% |
11/11/2024 | 0,72% | 95,61 % | 96,31 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 384 CHF | 145 434 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 95,73 % | 96,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 701 CHF | 144 751 CHF | 99,84% | 99,84% |
07/11/2024 | 0,73% | 95,85 % | 96,55 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 836 CHF | 144 886 CHF | 100,00% | 100,00% |