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 | 0,76% | 91,24 % | 91,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 313 CHF | 138 363 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 91,61 % | 92,31 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 844 CHF | 137 894 CHF | 89,38% | 89,38% |
18/11/2024 | 0,75% | 92,62 % | 93,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 746 CHF | 139 796 CHF | 98,45% | 98,45% |
15/11/2024 | 0,75% | 92,45 % | 93,15 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 075 CHF | 140 125 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 92,27 % | 92,97 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 156 CHF | 139 206 CHF | 91,25% | 91,25% |
13/11/2024 | 0,74% | 93,48 % | 94,18 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 090 CHF | 142 140 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 94,49 % | 95,19 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 819 CHF | 143 869 CHF | 94,22% | 94,22% |
11/11/2024 | 0,72% | 97,09 % | 97,79 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 980 CHF | 147 030 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 96,64 % | 97,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 256 CHF | 146 306 CHF | 99,85% | 99,85% |
07/11/2024 | 0,72% | 97,69 % | 98,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 307 CHF | 146 357 CHF | 13,24% | 13,24% |