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% | 101,50 % | 102,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 264 CHF | 153 314 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 100,86 % | 101,56 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 228 CHF | 152 278 CHF | 89,38% | 89,38% |
18/11/2024 | 0,69% | 100,99 % | 101,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 540 CHF | 152 590 CHF | 99,68% | 99,68% |
15/11/2024 | 0,69% | 100,96 % | 101,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 458 CHF | 152 508 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 100,56 % | 101,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 794 CHF | 151 844 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 100,14 % | 100,84 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 020 CHF | 151 070 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,37 % | 100,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 530 CHF | 150 580 CHF | 96,80% | 96,80% |
11/11/2024 | 0,70% | 100,20 % | 100,90 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 337 CHF | 151 387 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 99,84 % | 100,54 % | 150 000 | 150 000 | 149 996 | 150 000 | 150 275 CHF | 151 329 CHF | 98,96% | 98,96% |
07/11/2024 | 0,69% | 100,83 % | 101,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 193 CHF | 152 243 CHF | 100,00% | 100,00% |