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 | - | 98,88 % | - % | 150 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
19/11/2024 | - | 99,49 % | - % | 150 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 88,87% |
18/11/2024 | 0,69% | 99,65 % | 100,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 448 CHF | 152 498 CHF | 97,95% | 97,95% |
15/11/2024 | 0,69% | 100,91 % | 101,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 713 CHF | 152 763 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 100,99 % | 101,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 615 CHF | 152 665 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 100,75 % | 101,45 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 328 CHF | 152 378 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 100,70 % | 101,40 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 067 CHF | 152 117 CHF | 98,73% | 98,73% |
11/11/2024 | 0,69% | 100,60 % | 101,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 100 CHF | 152 150 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 100,25 % | 100,95 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 904 CHF | 150 954 CHF | 99,83% | 99,83% |
07/11/2024 | - | 99,72 % | - % | 150 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |