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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,79% | 88,78 % | 89,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 747 CHF | 133 797 CHF | 98,28% | 98,28% |
22/11/2024 | 0,81% | 86,92 % | 87,62 % | 150 000 | 150 000 | 150 000 | 150 000 | 128 324 CHF | 129 374 CHF | 98,87% | 98,87% |
20/11/2024 | 0,82% | 85,23 % | 85,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 127 297 CHF | 128 347 CHF | 90,38% | 90,38% |
19/11/2024 | 0,83% | 84,68 % | 85,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 126 341 CHF | 127 391 CHF | 89,37% | 89,37% |
18/11/2024 | 0,85% | 84,07 % | 84,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 123 581 CHF | 124 631 CHF | 92,05% | 92,05% |
15/11/2024 | 0,81% | 84,17 % | 84,87 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 444 CHF | 130 494 CHF | 84,99% | 84,99% |
14/11/2024 | 0,81% | 85,96 % | 86,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 128 386 CHF | 129 436 CHF | 93,02% | 93,02% |
13/11/2024 | 0,81% | 86,04 % | 86,74 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 102 CHF | 130 152 CHF | 92,03% | 92,03% |
12/11/2024 | 0,80% | 85,52 % | 86,22 % | 150 000 | 150 000 | 150 000 | 150 000 | 130 883 CHF | 131 933 CHF | 96,78% | 96,78% |
11/11/2024 | 0,81% | 86,85 % | 87,55 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 157 CHF | 130 207 CHF | 67,14% | 67,14% |