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 | 0,83% | 81,19 % | 81,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 125 327 CHF | 126 377 CHF | 99,43% | 99,43% |
19/11/2024 | 0,82% | 83,68 % | 84,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 126 788 CHF | 127 838 CHF | 3,38% | 3,38% |
18/11/2024 | 0,81% | 85,93 % | 86,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 497 CHF | 130 547 CHF | 99,68% | 99,68% |
15/11/2024 | 0,79% | 87,14 % | 87,84 % | 150 000 | 150 000 | 150 000 | 150 000 | 131 660 CHF | 132 710 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 87,80 % | 88,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 776 CHF | 130 826 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 84,88 % | 85,58 % | 150 000 | 150 000 | 150 000 | 150 000 | 128 609 CHF | 129 659 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 84,66 % | 85,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 128 978 CHF | 130 028 CHF | 94,27% | 94,27% |
11/11/2024 | 0,79% | 88,77 % | 89,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 320 CHF | 133 370 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 86,63 % | 87,33 % | 150 000 | 150 000 | 150 000 | 150 000 | 130 190 CHF | 131 240 CHF | 99,51% | 99,51% |
07/11/2024 | 0,79% | 89,47 % | 90,17 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 200 CHF | 134 250 CHF | 64,51% | 64,51% |