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% | 81,82 % | 82,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 124 490 CHF | 125 540 CHF | 99,81% | 99,81% |
19/11/2024 | 0,85% | 81,80 % | 82,50 % | 150 000 | 150 000 | 150 000 | 149 994 | 123 279 CHF | 124 324 CHF | 89,36% | 89,36% |
18/11/2024 | 0,81% | 86,64 % | 87,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 522 CHF | 130 572 CHF | 99,67% | 99,67% |
15/11/2024 | 0,80% | 84,86 % | 85,56 % | 150 000 | 150 000 | 150 000 | 150 000 | 130 214 CHF | 131 264 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 88,80 % | 89,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 222 CHF | 133 272 CHF | 99,47% | 99,47% |
13/11/2024 | 0,80% | 86,77 % | 87,47 % | 150 000 | 150 000 | 150 000 | 149 992 | 130 650 CHF | 131 693 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 87,82 % | 88,52 % | 150 000 | 150 000 | 150 000 | 149 966 | 133 205 CHF | 134 224 CHF | 98,75% | 98,75% |
11/11/2024 | 0,76% | 91,15 % | 91,85 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 848 CHF | 138 898 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 91,13 % | 91,83 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 753 CHF | 138 803 CHF | 99,85% | 99,85% |
07/11/2024 | 0,75% | 92,44 % | 93,14 % | 150 000 | 150 000 | 150 000 | 149 992 | 139 308 CHF | 140 351 CHF | 99,52% | 99,52% |