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 | 0,74% | 93,35 % | 94,05 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 807 CHF | 141 857 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 93,56 % | 94,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 960 CHF | 141 010 CHF | 89,38% | 89,38% |
18/11/2024 | 0,75% | 93,67 % | 94,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 189 CHF | 141 239 CHF | 99,66% | 99,66% |
15/11/2024 | 0,74% | 93,58 % | 94,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 940 CHF | 141 990 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 94,79 % | 95,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 303 CHF | 142 353 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 93,18 % | 93,88 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 554 CHF | 140 604 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 93,41 % | 94,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 827 CHF | 141 877 CHF | 98,71% | 98,71% |
11/11/2024 | 0,73% | 95,06 % | 95,76 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 839 CHF | 143 889 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 94,66 % | 95,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 397 CHF | 143 447 CHF | 99,82% | 99,82% |
07/11/2024 | 0,73% | 95,82 % | 96,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 216 CHF | 145 266 CHF | 100,00% | 100,00% |