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 | 0,75% | 93,09 % | 93,79 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 060 CHF | 141 110 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 93,78 % | 94,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 317 CHF | 141 367 CHF | 89,38% | 89,38% |
18/11/2024 | 0,75% | 93,84 % | 94,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 355 CHF | 141 405 CHF | 99,68% | 99,68% |
15/11/2024 | 0,75% | 93,05 % | 93,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 672 CHF | 140 722 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 94,07 % | 94,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 674 CHF | 140 724 CHF | 100,00% | 100,00% |
13/11/2024 | 0,77% | 91,60 % | 92,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 639 CHF | 137 689 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 90,84 % | 91,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 390 CHF | 138 440 CHF | 98,74% | 98,74% |
11/11/2024 | 0,75% | 92,33 % | 93,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 357 CHF | 140 407 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 92,77 % | 93,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 853 CHF | 140 903 CHF | 99,84% | 99,84% |
07/11/2024 | 0,74% | 93,47 % | 94,17 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 904 CHF | 141 954 CHF | 100,00% | 100,00% |