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% | 97,60 % | 98,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 681 CHF | 147 731 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,86 % | 99,56 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 291 CHF | 149 341 CHF | 89,38% | 89,38% |
18/11/2024 | 0,70% | 99,26 % | 99,96 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 809 CHF | 149 859 CHF | 99,67% | 99,67% |
15/11/2024 | 0,70% | 99,08 % | 99,78 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 847 CHF | 149 897 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,26 % | 99,96 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 662 CHF | 149 712 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 98,93 % | 99,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 254 CHF | 149 304 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 98,46 % | 99,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 511 CHF | 149 561 CHF | 98,74% | 98,74% |
11/11/2024 | 0,70% | 99,37 % | 100,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 241 CHF | 150 291 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 98,99 % | 99,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 966 CHF | 150 016 CHF | 98,40% | 98,40% |
07/11/2024 | 0,70% | 99,39 % | 100,09 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 190 CHF | 150 240 CHF | 100,00% | 100,00% |