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% | 98,10 % | 98,80 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 498 CHF | 148 548 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,22 % | 98,92 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 081 CHF | 148 131 CHF | 89,38% | 89,38% |
18/11/2024 | 0,71% | 98,35 % | 99,05 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 308 CHF | 148 358 CHF | 99,68% | 99,68% |
15/11/2024 | 0,71% | 98,29 % | 98,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 650 CHF | 148 700 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 98,61 % | 99,31 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 864 CHF | 148 914 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 98,37 % | 99,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 545 CHF | 148 595 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 98,59 % | 99,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 282 CHF | 149 332 CHF | 98,75% | 98,75% |
11/11/2024 | 0,70% | 98,96 % | 99,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 534 CHF | 149 584 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 98,82 % | 99,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 153 CHF | 149 203 CHF | 99,84% | 99,84% |
07/11/2024 | 0,71% | 98,90 % | 99,60 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 172 CHF | 149 222 CHF | 100,00% | 100,00% |