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% | 103,28 % | 103,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 972 CHF | 156 022 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 103,23 % | 103,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 561 CHF | 155 611 CHF | 89,38% | 89,38% |
18/11/2024 | 0,68% | 103,10 % | 103,80 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 703 CHF | 155 753 CHF | 99,66% | 99,66% |
15/11/2024 | 0,68% | 102,99 % | 103,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 525 CHF | 155 575 CHF | 99,94% | 99,94% |
14/11/2024 | 0,68% | 102,81 % | 103,51 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 046 CHF | 155 096 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 102,63 % | 103,33 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 062 CHF | 155 112 CHF | 99,97% | 99,97% |
12/11/2024 | 0,68% | 102,54 % | 103,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 948 CHF | 154 998 CHF | 98,75% | 98,75% |
11/11/2024 | 0,68% | 102,62 % | 103,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 830 CHF | 154 880 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 102,27 % | 102,97 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 340 CHF | 154 390 CHF | 99,85% | 99,85% |
07/11/2024 | 0,68% | 101,99 % | 102,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 153 062 CHF | 154 112 CHF | 100,00% | 100,00% |