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% | 100,73 % | 101,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 247 CHF | 152 297 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 100,52 % | 101,22 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 724 CHF | 151 774 CHF | 89,36% | 89,36% |
18/11/2024 | 0,69% | 100,79 % | 101,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 377 CHF | 152 427 CHF | 99,66% | 99,66% |
15/11/2024 | 0,69% | 100,90 % | 101,60 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 367 CHF | 152 417 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 100,90 % | 101,60 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 339 CHF | 152 389 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 100,93 % | 101,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 254 CHF | 152 304 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 100,70 % | 101,40 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 441 CHF | 152 491 CHF | 98,76% | 98,76% |
11/11/2024 | 0,69% | 101,09 % | 101,79 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 680 CHF | 152 730 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 101,06 % | 101,76 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 563 CHF | 152 613 CHF | 99,83% | 99,83% |
07/11/2024 | 0,69% | 101,07 % | 101,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 603 CHF | 152 653 CHF | 100,00% | 100,00% |