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 | 0,73% | 95,84 % | 96,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 298 CHF | 145 348 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 96,05 % | 96,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 864 CHF | 144 914 CHF | 89,36% | 89,36% |
18/11/2024 | 0,73% | 96,31 % | 97,01 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 228 CHF | 145 278 CHF | 99,68% | 99,68% |
15/11/2024 | 0,72% | 96,22 % | 96,92 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 777 CHF | 145 827 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 96,81 % | 97,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 041 CHF | 146 091 CHF | 100,00% | 100,00% |
13/11/2024 | 0,72% | 96,23 % | 96,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 431 CHF | 145 481 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 96,39 % | 97,09 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 042 CHF | 146 092 CHF | 98,74% | 98,74% |
11/11/2024 | 0,72% | 96,98 % | 97,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 535 CHF | 146 585 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 96,57 % | 97,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 901 CHF | 145 951 CHF | 99,83% | 99,83% |
07/11/2024 | 0,72% | 96,83 % | 97,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 914 CHF | 145 964 CHF | 100,00% | 100,00% |