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% | 99,79 % | 100,49 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 091 CHF | 151 141 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 99,65 % | 100,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 361 CHF | 150 411 CHF | 89,36% | 89,36% |
18/11/2024 | 0,70% | 99,99 % | 100,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 934 CHF | 150 984 CHF | 99,68% | 99,68% |
15/11/2024 | 0,70% | 99,92 % | 100,62 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 988 CHF | 151 038 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 100,09 % | 100,79 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 962 CHF | 151 012 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,89 % | 100,59 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 782 CHF | 150 832 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,98 % | 100,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 366 CHF | 151 416 CHF | 98,75% | 98,75% |
11/11/2024 | 0,70% | 100,36 % | 101,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 534 CHF | 151 584 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 100,04 % | 100,74 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 167 CHF | 151 217 CHF | 99,83% | 99,83% |
07/11/2024 | 0,70% | 100,36 % | 101,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 462 CHF | 151 512 CHF | 100,00% | 100,00% |