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 | 1,02% | 67,50 % | 68,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 101 955 CHF | 103 005 CHF | 99,99% | 99,99% |
19/11/2024 | 1,03% | 68,20 % | 68,90 % | 150 000 | 150 000 | 150 000 | 150 000 | 101 710 CHF | 102 760 CHF | 89,34% | 89,34% |
18/11/2024 | 1,01% | 68,96 % | 69,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 103 060 CHF | 104 110 CHF | 99,66% | 99,66% |
15/11/2024 | 1,00% | 68,71 % | 69,41 % | 150 000 | 150 000 | 150 000 | 150 000 | 104 150 CHF | 105 200 CHF | 100,00% | 100,00% |
14/11/2024 | 1,00% | 69,96 % | 70,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 104 566 CHF | 105 616 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 68,17 % | 68,87 % | 150 000 | 150 000 | 150 000 | 150 000 | 103 830 CHF | 104 880 CHF | 96,01% | 96,01% |
12/11/2024 | 0,99% | 69,93 % | 70,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 105 594 CHF | 106 644 CHF | 98,04% | 98,04% |
11/11/2024 | 0,97% | 71,21 % | 71,91 % | 150 000 | 150 000 | 150 000 | 150 000 | 107 266 CHF | 108 316 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 70,83 % | 71,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 107 243 CHF | 108 293 CHF | 99,84% | 99,84% |
07/11/2024 | 0,99% | 71,12 % | 71,82 % | 150 000 | 150 000 | 150 000 | 150 000 | 105 874 CHF | 106 924 CHF | 100,00% | 100,00% |