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 | 0,79% | 87,77 % | 88,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 131 932 CHF | 132 982 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 88,42 % | 89,12 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 200 CHF | 133 250 CHF | 89,36% | 89,36% |
18/11/2024 | 0,79% | 88,47 % | 89,17 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 272 CHF | 133 322 CHF | 99,67% | 99,67% |
15/11/2024 | 0,79% | 87,76 % | 88,46 % | 150 000 | 150 000 | 150 000 | 150 000 | 131 727 CHF | 132 777 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 88,82 % | 89,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 131 655 CHF | 132 705 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 88,10 % | 88,80 % | 150 000 | 150 000 | 150 000 | 150 000 | 131 452 CHF | 132 502 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 87,43 % | 88,13 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 150 CHF | 133 200 CHF | 98,72% | 98,72% |
11/11/2024 | 0,78% | 88,79 % | 89,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 924 CHF | 134 974 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 89,24 % | 89,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 134 494 CHF | 135 544 CHF | 99,83% | 99,83% |
07/11/2024 | 0,77% | 90,06 % | 90,76 % | 150 000 | 150 000 | 150 000 | 150 000 | 135 820 CHF | 136 870 CHF | 100,00% | 100,00% |