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% | 94,64 % | 95,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 058 CHF | 143 108 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 94,91 % | 95,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 238 CHF | 143 288 CHF | 89,38% | 89,38% |
18/11/2024 | 0,73% | 95,54 % | 96,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 530 CHF | 144 580 CHF | 99,66% | 99,66% |
15/11/2024 | 0,73% | 95,82 % | 96,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 374 CHF | 144 424 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 95,13 % | 95,83 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 880 CHF | 142 930 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 93,84 % | 94,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 382 CHF | 141 432 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 93,27 % | 93,97 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 704 CHF | 141 754 CHF | 98,74% | 98,74% |
11/11/2024 | 0,73% | 95,24 % | 95,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 869 CHF | 143 919 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 94,81 % | 95,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 318 CHF | 144 368 CHF | 99,84% | 99,84% |
07/11/2024 | 0,72% | 97,33 % | 98,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 895 CHF | 146 945 CHF | 100,00% | 100,00% |