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 | 1,05% | 93,87 % | 94,87 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 568 CHF | 143 068 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 94,17 % | 95,17 % | 150 000 | 150 000 | 150 000 | 149 993 | 141 334 CHF | 142 827 CHF | 89,37% | 89,37% |
18/11/2024 | 1,04% | 95,75 % | 96,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 348 CHF | 144 848 CHF | 99,06% | 99,06% |
15/11/2024 | 1,04% | 95,09 % | 96,09 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 427 CHF | 144 927 CHF | 100,00% | 100,00% |
14/11/2024 | 1,03% | 96,38 % | 97,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 194 CHF | 145 694 CHF | 100,00% | 100,00% |
13/11/2024 | 1,04% | 95,52 % | 96,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 480 CHF | 144 980 CHF | 100,00% | 100,00% |
12/11/2024 | 1,04% | 95,73 % | 96,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 101 CHF | 145 601 CHF | 98,74% | 98,74% |
11/11/2024 | 1,03% | 96,78 % | 97,78 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 374 CHF | 146 874 CHF | 100,00% | 100,00% |
08/11/2024 | 1,03% | 96,48 % | 97,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 991 CHF | 146 491 CHF | 99,84% | 99,84% |
07/11/2024 | 1,02% | 97,10 % | 98,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 636 CHF | 147 136 CHF | 100,00% | 100,00% |