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 | 0,79% | 87,62 % | 88,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 131 995 CHF | 133 045 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 87,02 % | 87,72 % | 150 000 | 150 000 | 150 000 | 150 000 | 130 634 CHF | 131 684 CHF | 89,40% | 89,40% |
18/11/2024 | 0,79% | 88,23 % | 88,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 132 541 CHF | 133 591 CHF | 99,66% | 99,66% |
15/11/2024 | 0,79% | 88,61 % | 89,31 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 020 CHF | 134 070 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 88,20 % | 88,90 % | 150 000 | 150 000 | 150 000 | 150 000 | 131 365 CHF | 132 415 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 86,80 % | 87,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 130 066 CHF | 131 116 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 85,83 % | 86,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 130 269 CHF | 131 319 CHF | 98,72% | 98,72% |
11/11/2024 | 0,78% | 89,13 % | 89,83 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 489 CHF | 134 539 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 88,57 % | 89,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 785 CHF | 134 835 CHF | 99,84% | 99,84% |
07/11/2024 | 0,76% | 91,59 % | 92,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 093 CHF | 138 143 CHF | 100,00% | 100,00% |