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 | - | 100,72 % | 101,42 % | 150 000 | 150 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
19/11/2024 | 0,70% | 98,98 % | 99,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 736 CHF | 149 786 CHF | 89,38% | 89,38% |
18/11/2024 | 0,70% | 99,27 % | 99,97 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 926 CHF | 149 976 CHF | 99,67% | 99,67% |
15/11/2024 | 0,70% | 98,75 % | 99,45 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 696 CHF | 149 746 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,50 % | 100,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 331 CHF | 150 381 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,19 % | 99,89 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 936 CHF | 149 986 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,26 % | 99,96 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 078 CHF | 150 128 CHF | 98,74% | 98,74% |
11/11/2024 | 0,70% | 99,68 % | 100,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 653 CHF | 150 703 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 99,56 % | 100,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 468 CHF | 150 518 CHF | 99,85% | 99,85% |
07/11/2024 | 0,70% | 99,61 % | 100,31 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 442 CHF | 150 492 CHF | 100,00% | 100,00% |