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 | 0,77% | 89,74 % | 90,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 135 406 CHF | 136 456 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 89,97 % | 90,67 % | 150 000 | 150 000 | 150 000 | 149 996 | 135 066 CHF | 136 112 CHF | 89,38% | 89,38% |
18/11/2024 | 0,76% | 91,03 % | 91,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 187 CHF | 138 237 CHF | 99,67% | 99,67% |
15/11/2024 | 0,76% | 91,41 % | 92,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 421 CHF | 139 471 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 93,09 % | 93,79 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 449 CHF | 140 499 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 92,50 % | 93,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 000 CHF | 140 050 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 92,68 % | 93,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 499 CHF | 140 549 CHF | 98,74% | 98,74% |
11/11/2024 | 0,74% | 93,74 % | 94,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 849 CHF | 141 899 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 93,65 % | 94,35 % | 150 000 | 150 000 | 150 000 | 149 972 | 140 901 CHF | 141 925 CHF | 99,85% | 99,85% |
07/11/2024 | 0,74% | 94,22 % | 94,92 % | 150 000 | 150 000 | 150 000 | 149 993 | 141 524 CHF | 142 567 CHF | 100,00% | 100,00% |