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 | 0,70% | 99,28 % | 99,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 033 CHF | 150 083 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 99,19 % | 99,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 711 CHF | 149 761 CHF | 89,37% | 89,37% |
18/11/2024 | 0,70% | 99,25 % | 99,95 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 835 CHF | 149 885 CHF | 99,66% | 99,66% |
15/11/2024 | 0,70% | 99,07 % | 99,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 912 CHF | 149 962 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,44 % | 100,14 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 148 CHF | 150 198 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,42 % | 100,12 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 100 CHF | 150 150 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,37 % | 100,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 167 CHF | 150 217 CHF | 98,74% | 98,74% |
11/11/2024 | 0,70% | 99,46 % | 100,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 210 CHF | 150 260 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 99,37 % | 100,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 047 CHF | 150 097 CHF | 99,84% | 99,84% |
07/11/2024 | 0,70% | 99,78 % | 100,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 653 CHF | 150 703 CHF | 100,00% | 100,00% |