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 | 136 235 CHF | 137 285 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 90,56 % | 91,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 135 799 CHF | 136 849 CHF | 89,38% | 89,38% |
18/11/2024 | 0,76% | 91,28 % | 91,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 267 CHF | 138 317 CHF | 99,68% | 99,68% |
15/11/2024 | 0,75% | 91,74 % | 92,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 773 CHF | 139 823 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 93,16 % | 93,86 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 497 CHF | 140 547 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 93,07 % | 93,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 139 851 CHF | 140 901 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 93,48 % | 94,18 % | 150 000 | 150 000 | 150 000 | 150 000 | 140 671 CHF | 141 721 CHF | 98,73% | 98,73% |
11/11/2024 | 0,74% | 94,39 % | 95,09 % | 150 000 | 150 000 | 150 000 | 150 000 | 141 889 CHF | 142 939 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 94,51 % | 95,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 142 276 CHF | 143 326 CHF | 99,84% | 99,84% |
07/11/2024 | 0,73% | 95,37 % | 96,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 143 479 CHF | 144 529 CHF | 100,00% | 100,00% |