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% | 101,56 % | 102,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 340 CHF | 153 390 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 101,55 % | 102,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 325 CHF | 153 375 CHF | 89,37% | 89,37% |
18/11/2024 | 0,69% | 101,55 % | 102,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 325 CHF | 153 375 CHF | 99,67% | 99,67% |
15/11/2024 | 0,69% | 101,55 % | 102,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 325 CHF | 153 375 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 101,55 % | 102,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 325 CHF | 153 375 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 101,54 % | 102,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 310 CHF | 153 360 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 101,53 % | 102,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 304 CHF | 153 354 CHF | 98,72% | 98,72% |
11/11/2024 | 0,69% | 101,53 % | 102,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 295 CHF | 153 345 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 101,52 % | 102,22 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 291 CHF | 153 341 CHF | 99,84% | 99,84% |
07/11/2024 | 0,69% | 101,52 % | 102,22 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 277 CHF | 153 327 CHF | 100,00% | 100,00% |