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% | 101,74 % | 102,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 691 CHF | 153 741 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 101,64 % | 102,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 429 CHF | 153 479 CHF | 89,38% | 89,38% |
18/11/2024 | 0,69% | 101,70 % | 102,40 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 478 CHF | 153 528 CHF | 99,68% | 99,68% |
15/11/2024 | 0,69% | 101,65 % | 102,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 524 CHF | 153 574 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 101,76 % | 102,46 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 607 CHF | 153 657 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 101,83 % | 102,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 583 CHF | 153 633 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 101,60 % | 102,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 608 CHF | 153 658 CHF | 98,75% | 98,75% |
11/11/2024 | 0,69% | 101,77 % | 102,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 685 CHF | 153 735 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 101,68 % | 102,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 504 CHF | 153 554 CHF | 99,85% | 99,85% |
07/11/2024 | 0,69% | 101,68 % | 102,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 536 CHF | 153 586 CHF | 100,00% | 100,00% |