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% | 98,09 % | 98,79 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 589 CHF | 148 639 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,23 % | 98,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 115 CHF | 148 165 CHF | 89,38% | 89,38% |
18/11/2024 | 0,71% | 98,53 % | 99,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 732 CHF | 148 782 CHF | 99,68% | 99,68% |
15/11/2024 | 0,71% | 98,24 % | 98,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 992 CHF | 149 042 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 98,50 % | 99,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 507 CHF | 148 557 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 98,24 % | 98,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 545 CHF | 148 595 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 98,39 % | 99,09 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 159 CHF | 149 209 CHF | 98,75% | 98,75% |
11/11/2024 | 0,70% | 99,17 % | 99,87 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 053 CHF | 150 103 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 103,00 % | 103,70 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 623 CHF | 155 673 CHF | 99,84% | 99,84% |
07/11/2024 | 0,68% | 103,46 % | 104,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 155 017 CHF | 156 067 CHF | 100,00% | 100,00% |