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 | 0,69% | 101,69 % | 102,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 562 CHF | 153 612 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 101,66 % | 102,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 458 CHF | 153 508 CHF | 89,37% | 89,37% |
18/11/2024 | 0,69% | 101,66 % | 102,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 496 CHF | 153 546 CHF | 99,68% | 99,68% |
15/11/2024 | 0,69% | 101,55 % | 102,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 306 CHF | 153 356 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 101,49 % | 102,19 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 258 CHF | 153 308 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 101,44 % | 102,14 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 217 CHF | 153 267 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 101,42 % | 102,12 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 179 CHF | 153 229 CHF | 98,75% | 98,75% |
11/11/2024 | 0,69% | 101,55 % | 102,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 305 CHF | 153 355 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 101,55 % | 102,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 292 CHF | 153 342 CHF | 99,83% | 99,83% |
07/11/2024 | 0,69% | 101,51 % | 102,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 180 CHF | 153 230 CHF | 100,00% | 100,00% |