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 | 0,84% | 82,38 % | 83,08 % | 150 000 | 150 000 | 150 000 | 150 000 | 123 985 CHF | 125 035 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 82,51 % | 83,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 124 019 CHF | 125 069 CHF | 89,40% | 89,40% |
18/11/2024 | 0,83% | 84,49 % | 85,19 % | 150 000 | 150 000 | 150 000 | 150 000 | 126 495 CHF | 127 545 CHF | 99,65% | 99,65% |
15/11/2024 | 0,83% | 83,65 % | 84,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 126 332 CHF | 127 382 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 84,97 % | 85,67 % | 150 000 | 150 000 | 150 000 | 150 000 | 126 793 CHF | 127 843 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 83,70 % | 84,40 % | 150 000 | 150 000 | 150 000 | 150 000 | 125 670 CHF | 126 720 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 83,93 % | 84,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 126 399 CHF | 127 449 CHF | 98,71% | 98,71% |
11/11/2024 | 0,81% | 85,22 % | 85,92 % | 150 000 | 150 000 | 150 000 | 150 000 | 128 363 CHF | 129 413 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 85,24 % | 85,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 128 195 CHF | 129 245 CHF | 99,84% | 99,84% |
07/11/2024 | 0,81% | 85,81 % | 86,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 124 CHF | 130 174 CHF | 100,00% | 100,00% |