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 | 0,78% | 89,32 % | 90,02 % | 150 000 | 150 000 | 150 000 | 150 000 | 134 668 CHF | 135 718 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 89,94 % | 90,64 % | 150 000 | 150 000 | 150 000 | 150 000 | 134 816 CHF | 135 866 CHF | 89,40% | 89,40% |
18/11/2024 | 0,77% | 90,33 % | 91,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 135 013 CHF | 136 063 CHF | 99,66% | 99,66% |
15/11/2024 | 0,77% | 90,64 % | 91,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 709 CHF | 137 759 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 91,80 % | 92,50 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 728 CHF | 138 778 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 91,25 % | 91,95 % | 150 000 | 150 000 | 150 000 | 150 000 | 136 845 CHF | 137 895 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 91,72 % | 92,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 049 CHF | 139 099 CHF | 98,71% | 98,71% |
11/11/2024 | 0,76% | 92,33 % | 93,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 138 427 CHF | 139 477 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 91,81 % | 92,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 349 CHF | 138 399 CHF | 99,84% | 99,84% |
07/11/2024 | 0,76% | 91,45 % | 92,15 % | 150 000 | 150 000 | 150 000 | 150 000 | 137 308 CHF | 138 358 CHF | 100,00% | 100,00% |