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 | 0,77% | 90,69 % | 91,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 673 CHF | 137 723 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 91,02 % | 91,72 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 510 CHF | 137 560 CHF | 89,40% | 89,40% |
18/11/2024 | 0,76% | 91,58 % | 92,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 780 CHF | 137 830 CHF | 99,66% | 99,66% |
15/11/2024 | 0,77% | 90,93 % | 91,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 589 CHF | 137 639 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 90,69 % | 91,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 135 540 CHF | 136 590 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 88,99 % | 89,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 673 CHF | 134 723 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 88,93 % | 89,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 134 767 CHF | 135 817 CHF | 98,72% | 98,72% |
11/11/2024 | 0,77% | 90,37 % | 91,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 017 CHF | 137 067 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 89,51 % | 90,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 135 493 CHF | 136 543 CHF | 99,84% | 99,84% |
07/11/2024 | 0,76% | 91,73 % | 92,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 381 CHF | 138 431 CHF | 100,00% | 100,00% |