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 | 0,47% | 105,56 % | 106,06 % | 150 000 | 150 000 | 150 000 | 150 000 | 158 605 CHF | 159 355 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 105,49 % | 105,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 158 251 CHF | 159 001 CHF | 89,37% | 89,37% |
18/11/2024 | 0,47% | 105,61 % | 106,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 158 340 CHF | 159 090 CHF | 99,68% | 99,68% |
15/11/2024 | 0,47% | 105,62 % | 106,12 % | 150 000 | 150 000 | 150 000 | 150 000 | 158 627 CHF | 159 377 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 105,77 % | 106,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 158 364 CHF | 159 114 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 105,34 % | 105,84 % | 150 000 | 150 000 | 150 000 | 150 000 | 157 880 CHF | 158 630 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 105,03 % | 105,53 % | 150 000 | 150 000 | 150 000 | 150 000 | 158 294 CHF | 159 044 CHF | 98,74% | 98,74% |
11/11/2024 | 0,47% | 105,89 % | 106,39 % | 150 000 | 150 000 | 150 000 | 150 000 | 158 958 CHF | 159 708 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 105,64 % | 106,14 % | 150 000 | 150 000 | 150 000 | 150 000 | 158 881 CHF | 159 631 CHF | 99,82% | 99,82% |
07/11/2024 | 0,47% | 106,12 % | 106,62 % | 150 000 | 150 000 | 150 000 | 150 000 | 159 247 CHF | 159 997 CHF | 100,00% | 100,00% |