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% | 101,48 % | 102,18 % | 300 000 | 300 000 | 300 000 | 300 000 | 304 437 CHF | 306 537 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 101,46 % | 102,16 % | 300 000 | 300 000 | 300 000 | 300 000 | 304 359 CHF | 306 459 CHF | 89,37% | 89,37% |
18/11/2024 | 0,69% | 101,46 % | 102,16 % | 300 000 | 300 000 | 300 000 | 300 000 | 304 340 CHF | 306 440 CHF | 99,67% | 99,67% |
15/11/2024 | 0,69% | 101,44 % | 102,14 % | 300 000 | 300 000 | 300 000 | 300 000 | 304 307 CHF | 306 407 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 101,43 % | 102,13 % | 300 000 | 300 000 | 300 000 | 300 000 | 304 238 CHF | 306 338 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 101,38 % | 102,08 % | 300 000 | 300 000 | 300 000 | 300 000 | 304 154 CHF | 306 254 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 101,41 % | 102,11 % | 300 000 | 300 000 | 300 000 | 300 000 | 304 285 CHF | 306 385 CHF | 98,73% | 98,73% |
11/11/2024 | 0,69% | 101,43 % | 102,13 % | 300 000 | 300 000 | 300 000 | 300 000 | 304 312 CHF | 306 412 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 101,39 % | 102,09 % | 300 000 | 300 000 | 300 000 | 300 000 | 304 208 CHF | 306 308 CHF | 99,84% | 99,84% |
07/11/2024 | 0,69% | 101,41 % | 102,11 % | 300 000 | 300 000 | 300 000 | 300 000 | 304 228 CHF | 306 328 CHF | 100,00% | 100,00% |