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 | 0,71% | 98,24 % | 98,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 681 CHF | 148 731 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 97,98 % | 98,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 115 CHF | 148 165 CHF | 89,38% | 89,38% |
18/11/2024 | 0,71% | 98,56 % | 99,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 525 CHF | 148 575 CHF | 99,68% | 99,68% |
15/11/2024 | 0,71% | 98,02 % | 98,72 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 149 CHF | 148 199 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 98,19 % | 98,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 895 CHF | 147 945 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 97,95 % | 98,65 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 718 CHF | 147 768 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 98,06 % | 98,76 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 846 CHF | 148 896 CHF | 98,75% | 98,75% |
11/11/2024 | 0,71% | 98,64 % | 99,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 904 CHF | 148 954 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 98,42 % | 99,12 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 927 CHF | 148 977 CHF | 99,84% | 99,84% |
07/11/2024 | 0,71% | 98,64 % | 99,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 037 CHF | 149 087 CHF | 100,00% | 100,00% |