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 | 0,73% | 94,87 % | 95,57 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 807 CHF | 143 857 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 94,78 % | 95,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 174 CHF | 143 224 CHF | 89,38% | 89,38% |
18/11/2024 | 0,73% | 95,51 % | 96,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 082 CHF | 144 132 CHF | 99,68% | 99,68% |
15/11/2024 | 0,73% | 95,40 % | 96,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 451 CHF | 144 501 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 96,80 % | 97,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 987 CHF | 146 037 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 96,40 % | 97,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 673 CHF | 145 723 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 96,09 % | 96,79 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 487 CHF | 146 537 CHF | 98,75% | 98,75% |
11/11/2024 | 0,71% | 97,70 % | 98,40 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 705 CHF | 147 755 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 97,39 % | 98,09 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 681 CHF | 147 731 CHF | 99,84% | 99,84% |
07/11/2024 | 0,71% | 98,38 % | 99,08 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 446 CHF | 148 496 CHF | 100,00% | 100,00% |