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 | 0,71% | 98,11 % | 98,81 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 464 CHF | 148 514 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,18 % | 98,88 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 056 CHF | 148 106 CHF | 89,38% | 89,38% |
18/11/2024 | 0,71% | 98,35 % | 99,05 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 402 CHF | 148 452 CHF | 99,68% | 99,68% |
15/11/2024 | 0,71% | 98,28 % | 98,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 625 CHF | 148 675 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 98,68 % | 99,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 851 CHF | 148 901 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 98,32 % | 99,02 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 432 CHF | 148 482 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 98,29 % | 98,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 733 CHF | 148 783 CHF | 98,74% | 98,74% |
11/11/2024 | 0,71% | 98,63 % | 99,33 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 988 CHF | 149 038 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 98,38 % | 99,08 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 558 CHF | 148 608 CHF | 99,84% | 99,84% |
07/11/2024 | 0,71% | 98,56 % | 99,26 % | 150 000 | 150 000 | 150 000 | 149 964 | 147 657 CHF | 148 671 CHF | 100,00% | 100,00% |