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 | 0,80% | 87,03 % | 87,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 130 963 CHF | 132 013 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 86,54 % | 87,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 879 CHF | 130 929 CHF | 89,40% | 89,40% |
18/11/2024 | 0,79% | 87,60 % | 88,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 131 556 CHF | 132 606 CHF | 99,66% | 99,66% |
15/11/2024 | 0,79% | 88,65 % | 89,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 040 CHF | 134 090 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 88,96 % | 89,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 434 CHF | 134 484 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 88,65 % | 89,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 294 CHF | 133 344 CHF | 99,98% | 99,98% |
12/11/2024 | 0,79% | 88,10 % | 88,80 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 108 CHF | 134 158 CHF | 98,71% | 98,71% |
11/11/2024 | 0,78% | 89,28 % | 89,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 134 168 CHF | 135 218 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 89,39 % | 90,09 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 679 CHF | 134 729 CHF | 99,84% | 99,84% |
07/11/2024 | 0,77% | 89,82 % | 90,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 134 988 CHF | 136 038 CHF | 100,00% | 100,00% |