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% | 101,18 % | 101,88 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 790 CHF | 152 840 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 101,09 % | 101,79 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 613 CHF | 152 663 CHF | 89,38% | 89,38% |
18/11/2024 | 0,69% | 101,11 % | 101,81 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 736 CHF | 152 786 CHF | 99,68% | 99,68% |
15/11/2024 | 0,69% | 101,12 % | 101,82 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 673 CHF | 152 723 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 101,11 % | 101,81 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 665 CHF | 152 715 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 101,08 % | 101,78 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 598 CHF | 152 648 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 101,08 % | 101,78 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 655 CHF | 152 705 CHF | 98,75% | 98,75% |
11/11/2024 | 0,69% | 101,12 % | 101,82 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 651 CHF | 152 701 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 101,06 % | 101,76 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 589 CHF | 152 639 CHF | 99,84% | 99,84% |
07/11/2024 | 0,69% | 101,05 % | 101,75 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 592 CHF | 152 642 CHF | 100,00% | 100,00% |