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% | 98,65 % | 99,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 182 CHF | 149 232 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,63 % | 99,33 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 869 CHF | 148 919 CHF | 89,37% | 89,37% |
18/11/2024 | 0,70% | 99,64 % | 100,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 373 CHF | 150 423 CHF | 99,67% | 99,67% |
15/11/2024 | 0,70% | 99,58 % | 100,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 574 CHF | 150 624 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,92 % | 100,62 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 651 CHF | 150 701 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,66 % | 100,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 391 CHF | 150 441 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,68 % | 100,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 650 CHF | 150 700 CHF | 98,72% | 98,72% |
11/11/2024 | 0,70% | 99,92 % | 100,62 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 894 CHF | 150 944 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 99,67 % | 100,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 465 CHF | 150 515 CHF | 99,83% | 99,83% |
07/11/2024 | 0,70% | 99,78 % | 100,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 521 CHF | 150 571 CHF | 100,00% | 100,00% |