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% | 97,35 % | 98,05 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 443 CHF | 147 493 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 97,56 % | 98,26 % | 150 000 | 150 000 | 150 000 | 149 891 | 146 217 CHF | 147 160 CHF | 82,13% | 82,13% |
18/11/2024 | 0,71% | 97,77 % | 98,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 432 CHF | 147 482 CHF | 99,68% | 99,68% |
15/11/2024 | 0,71% | 97,74 % | 98,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 936 CHF | 147 986 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 98,19 % | 98,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 149 CHF | 148 199 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 97,73 % | 98,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 696 CHF | 147 746 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 97,80 % | 98,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 053 CHF | 148 103 CHF | 98,73% | 98,73% |
11/11/2024 | 0,71% | 98,22 % | 98,92 % | 150 000 | 150 000 | 150 000 | 149 992 | 147 385 CHF | 148 427 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 98,37 % | 99,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 534 CHF | 148 584 CHF | 99,83% | 99,83% |
07/11/2024 | 0,71% | 98,44 % | 99,14 % | 150 000 | 150 000 | 150 000 | 147 143 | 147 585 CHF | 145 803 CHF | 5,59% | 5,59% |