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 | 0,56% | 89,25 % | 89,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 969 CHF | 134 719 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 88,63 % | 89,13 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 467 CHF | 133 217 CHF | 89,37% | 89,37% |
18/11/2024 | 0,56% | 88,93 % | 89,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 781 CHF | 133 531 CHF | 99,67% | 99,67% |
15/11/2024 | 0,56% | 88,35 % | 88,85 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 735 CHF | 134 485 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 90,00 % | 90,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 134 940 CHF | 135 690 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 89,91 % | 90,41 % | 150 000 | 150 000 | 150 000 | 150 000 | 135 286 CHF | 136 036 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 90,39 % | 90,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 002 CHF | 136 752 CHF | 98,74% | 98,74% |
11/11/2024 | 0,54% | 91,68 % | 92,18 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 611 CHF | 138 361 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 91,22 % | 91,72 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 341 CHF | 138 091 CHF | 99,83% | 99,83% |
07/11/2024 | 0,54% | 91,93 % | 92,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 629 CHF | 139 379 CHF | 100,00% | 100,00% |