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 | 0,74% | 93,56 % | 94,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 954 CHF | 142 004 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 94,51 % | 95,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 244 CHF | 142 294 CHF | 89,36% | 89,36% |
18/11/2024 | 0,74% | 94,56 % | 95,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 388 CHF | 142 438 CHF | 99,67% | 99,67% |
15/11/2024 | 0,74% | 93,69 % | 94,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 538 CHF | 141 588 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 94,79 % | 95,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 562 CHF | 141 612 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 91,94 % | 92,64 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 943 CHF | 137 993 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 90,95 % | 91,65 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 841 CHF | 138 891 CHF | 98,73% | 98,73% |
11/11/2024 | 0,75% | 92,67 % | 93,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 971 CHF | 141 021 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 93,14 % | 93,84 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 666 CHF | 141 716 CHF | 99,83% | 99,83% |
07/11/2024 | 0,74% | 94,06 % | 94,76 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 985 CHF | 143 035 CHF | 100,00% | 100,00% |