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 | 0,70% | 100,05 % | 100,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 210 CHF | 151 260 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 99,78 % | 100,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 620 CHF | 150 670 CHF | 89,37% | 89,37% |
18/11/2024 | 0,70% | 100,07 % | 100,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 301 CHF | 151 351 CHF | 99,67% | 99,67% |
15/11/2024 | 0,70% | 100,04 % | 100,74 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 296 CHF | 151 346 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 100,33 % | 101,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 416 CHF | 151 466 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 100,22 % | 100,92 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 261 CHF | 151 311 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 100,05 % | 100,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 475 CHF | 151 525 CHF | 98,75% | 98,75% |
11/11/2024 | 0,68% | 103,02 % | 103,72 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 651 CHF | 155 701 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 102,78 % | 103,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 371 CHF | 155 421 CHF | 99,83% | 99,83% |
07/11/2024 | 0,68% | 101,83 % | 102,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 769 CHF | 153 819 CHF | 100,00% | 100,00% |