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 | 0,70% | 98,52 % | 99,22 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 587 CHF | 149 637 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,90 % | 99,60 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 467 CHF | 148 517 CHF | 89,38% | 89,38% |
18/11/2024 | 0,70% | 99,07 % | 99,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 565 CHF | 149 615 CHF | 99,68% | 99,68% |
15/11/2024 | 0,70% | 99,27 % | 99,97 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 643 CHF | 149 693 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 98,39 % | 99,09 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 333 CHF | 148 383 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 98,35 % | 99,05 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 017 CHF | 149 067 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,03 % | 99,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 887 CHF | 149 937 CHF | 98,74% | 98,74% |
11/11/2024 | 0,69% | 101,67 % | 102,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 935 CHF | 152 985 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 100,85 % | 101,55 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 598 CHF | 152 648 CHF | 99,84% | 99,84% |
07/11/2024 | 0,69% | 100,48 % | 101,18 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 629 CHF | 151 679 CHF | 100,00% | 100,00% |