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% | 98,07 % | 98,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 643 CHF | 148 693 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,68 % | 99,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 569 CHF | 148 619 CHF | 89,38% | 89,38% |
18/11/2024 | 0,71% | 98,57 % | 99,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 465 CHF | 148 515 CHF | 99,68% | 99,68% |
15/11/2024 | 0,71% | 97,76 % | 98,46 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 617 CHF | 147 667 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 98,62 % | 99,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 718 CHF | 147 768 CHF | 100,00% | 100,00% |
13/11/2024 | 0,73% | 96,38 % | 97,08 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 700 CHF | 144 750 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 95,50 % | 96,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 515 CHF | 145 565 CHF | 98,75% | 98,75% |
11/11/2024 | 0,72% | 96,89 % | 97,59 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 116 CHF | 147 166 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 97,21 % | 97,91 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 652 CHF | 147 702 CHF | 99,85% | 99,85% |
07/11/2024 | 0,71% | 97,94 % | 98,64 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 625 CHF | 148 675 CHF | 100,00% | 100,00% |