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% | 90,56 % | 91,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 385 CHF | 137 435 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 90,34 % | 91,04 % | 150 000 | 150 000 | 150 000 | 150 000 | 135 177 CHF | 136 227 CHF | 89,38% | 89,38% |
18/11/2024 | 0,76% | 91,19 % | 91,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 270 CHF | 138 320 CHF | 99,68% | 99,68% |
15/11/2024 | 0,75% | 91,59 % | 92,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 731 CHF | 139 781 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 93,29 % | 93,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 724 CHF | 140 774 CHF | 100,00% | 100,00% |
13/11/2024 | 0,74% | 93,44 % | 94,14 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 512 CHF | 141 562 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 93,82 % | 94,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 341 CHF | 142 391 CHF | 98,75% | 98,75% |
11/11/2024 | 0,73% | 95,05 % | 95,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 024 CHF | 144 074 CHF | 99,99% | 99,99% |
08/11/2024 | 0,73% | 95,18 % | 95,88 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 440 CHF | 144 490 CHF | 99,84% | 99,84% |
07/11/2024 | 0,72% | 96,19 % | 96,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 144 838 CHF | 145 888 CHF | 100,00% | 100,00% |