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 | 0,71% | 98,24 % | 98,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 621 CHF | 148 671 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,56 % | 99,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 852 CHF | 148 902 CHF | 89,38% | 89,38% |
18/11/2024 | 0,71% | 98,78 % | 99,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 209 CHF | 149 259 CHF | 99,68% | 99,68% |
15/11/2024 | 0,71% | 98,66 % | 99,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 131 CHF | 149 181 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 98,58 % | 99,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 793 CHF | 148 843 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 98,45 % | 99,15 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 667 CHF | 148 717 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 97,37 % | 98,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 421 CHF | 147 471 CHF | 98,75% | 98,75% |
11/11/2024 | 0,71% | 97,81 % | 98,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 785 CHF | 147 835 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 97,41 % | 98,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 216 CHF | 147 266 CHF | 99,85% | 99,85% |
07/11/2024 | 0,72% | 97,57 % | 98,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 167 CHF | 147 217 CHF | 100,00% | 100,00% |