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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,01% | 98,52 % | 99,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 685 CHF | 149 185 CHF | 100,00% | 100,00% |
22/11/2024 | 1,01% | 98,38 % | 99,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 147 300 CHF | 148 800 CHF | 100,00% | 100,00% |
20/11/2024 | 1,02% | 97,57 % | 98,57 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 812 CHF | 148 312 CHF | 100,00% | 100,00% |
19/11/2024 | 1,02% | 97,52 % | 98,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 356 CHF | 147 856 CHF | 89,38% | 89,38% |
18/11/2024 | 1,02% | 97,79 % | 98,79 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 552 CHF | 148 052 CHF | 99,68% | 99,68% |
15/11/2024 | 1,02% | 97,34 % | 98,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 855 CHF | 147 355 CHF | 100,00% | 100,00% |
14/11/2024 | 1,02% | 97,53 % | 98,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 796 CHF | 147 296 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 97,09 % | 98,09 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 629 CHF | 147 129 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 97,04 % | 98,04 % | 150 000 | 150 000 | 150 000 | 150 000 | 145 946 CHF | 147 446 CHF | 98,75% | 98,75% |
11/11/2024 | 1,02% | 97,61 % | 98,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 146 389 CHF | 147 889 CHF | 100,00% | 100,00% |