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% | 100,28 % | 100,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 500 CHF | 151 550 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 100,38 % | 101,08 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 526 CHF | 151 576 CHF | 89,38% | 89,38% |
18/11/2024 | 0,69% | 100,46 % | 101,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 616 CHF | 151 666 CHF | 99,66% | 99,66% |
15/11/2024 | 0,69% | 100,62 % | 101,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 820 CHF | 151 870 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 100,57 % | 101,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 857 CHF | 151 907 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 100,54 % | 101,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 809 CHF | 151 859 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 100,58 % | 101,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 897 CHF | 151 947 CHF | 98,74% | 98,74% |
11/11/2024 | 0,69% | 100,60 % | 101,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 028 CHF | 152 078 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 100,62 % | 101,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 922 CHF | 151 972 CHF | 99,84% | 99,84% |
07/11/2024 | 0,69% | 100,59 % | 101,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 887 CHF | 151 937 CHF | 100,00% | 100,00% |