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 | 0,68% | 102,29 % | 102,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 438 CHF | 154 488 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 102,07 % | 102,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 128 CHF | 154 178 CHF | 89,37% | 89,37% |
18/11/2024 | 0,68% | 102,21 % | 102,91 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 305 CHF | 154 355 CHF | 99,68% | 99,68% |
15/11/2024 | 0,68% | 102,10 % | 102,80 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 210 CHF | 154 260 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 102,18 % | 102,88 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 174 CHF | 154 224 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 102,01 % | 102,71 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 902 CHF | 153 952 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 102,07 % | 102,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 205 CHF | 154 255 CHF | 98,73% | 98,73% |
11/11/2024 | 0,68% | 102,14 % | 102,84 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 181 CHF | 154 231 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 101,97 % | 102,67 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 966 CHF | 154 016 CHF | 99,83% | 99,83% |
07/11/2024 | 0,68% | 102,04 % | 102,74 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 026 CHF | 154 076 CHF | 100,00% | 100,00% |