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 | 0,84% | 82,47 % | 83,17 % | 150 000 | 150 000 | 150 000 | 150 000 | 123 827 CHF | 124 877 CHF | 100,00% | 100,00% |
19/11/2024 | 0,85% | 82,07 % | 82,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 122 927 CHF | 123 977 CHF | 89,40% | 89,40% |
18/11/2024 | 0,85% | 82,31 % | 83,01 % | 150 000 | 150 000 | 150 000 | 150 000 | 123 105 CHF | 124 155 CHF | 99,65% | 99,65% |
15/11/2024 | 0,84% | 81,95 % | 82,65 % | 150 000 | 150 000 | 150 000 | 150 000 | 124 018 CHF | 125 068 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 85,97 % | 86,67 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 035 CHF | 130 085 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 86,32 % | 87,02 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 776 CHF | 130 826 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 86,66 % | 87,36 % | 150 000 | 150 000 | 149 978 | 150 000 | 130 269 CHF | 131 338 CHF | 98,71% | 98,71% |
11/11/2024 | 0,80% | 87,56 % | 88,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 131 541 CHF | 132 591 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 87,29 % | 87,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 131 318 CHF | 132 368 CHF | 99,84% | 99,84% |
07/11/2024 | 0,79% | 87,74 % | 88,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 252 CHF | 133 302 CHF | 100,00% | 100,00% |