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% | 100,78 % | 101,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 410 CHF | 152 460 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 100,67 % | 101,37 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 915 CHF | 151 965 CHF | 89,38% | 89,38% |
18/11/2024 | 0,69% | 100,90 % | 101,60 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 482 CHF | 152 532 CHF | 99,68% | 99,68% |
15/11/2024 | 0,69% | 100,95 % | 101,65 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 457 CHF | 152 507 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 100,99 % | 101,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 412 CHF | 152 462 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 100,88 % | 101,58 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 306 CHF | 152 356 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 100,91 % | 101,61 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 606 CHF | 152 656 CHF | 98,74% | 98,74% |
11/11/2024 | 0,69% | 101,14 % | 101,84 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 749 CHF | 152 799 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 101,00 % | 101,70 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 483 CHF | 152 533 CHF | 99,84% | 99,84% |
07/11/2024 | 0,69% | 101,11 % | 101,81 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 622 CHF | 152 672 CHF | 100,00% | 100,00% |