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% | 97,29 % | 97,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 380 CHF | 147 430 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 97,44 % | 98,14 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 319 CHF | 147 369 CHF | 89,38% | 89,38% |
18/11/2024 | 0,72% | 97,22 % | 97,92 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 811 CHF | 146 861 CHF | 99,68% | 99,68% |
15/11/2024 | 0,72% | 97,06 % | 97,76 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 022 CHF | 147 072 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 96,58 % | 97,28 % | 150 000 | 150 000 | 150 000 | 149 992 | 144 913 CHF | 145 956 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 97,51 % | 98,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 703 CHF | 147 753 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 97,78 % | 98,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 009 CHF | 148 059 CHF | 98,74% | 98,74% |
11/11/2024 | 0,70% | 98,49 % | 99,19 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 487 CHF | 149 537 CHF | 96,69% | 96,69% |
08/11/2024 | 0,70% | 99,05 % | 99,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 512 CHF | 149 562 CHF | 99,85% | 99,85% |
07/11/2024 | 0,70% | 99,84 % | 100,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 367 CHF | 150 417 CHF | 100,00% | 100,00% |