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% | 99,58 % | 100,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 560 CHF | 150 610 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 99,60 % | 100,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 332 CHF | 150 382 CHF | 89,38% | 89,38% |
18/11/2024 | 0,70% | 99,68 % | 100,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 471 CHF | 150 521 CHF | 99,68% | 99,68% |
15/11/2024 | 0,70% | 99,72 % | 100,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 691 CHF | 150 741 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,98 % | 100,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 841 CHF | 150 891 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,70 % | 100,40 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 478 CHF | 150 528 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,73 % | 100,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 657 CHF | 150 707 CHF | 98,75% | 98,75% |
11/11/2024 | 0,70% | 99,88 % | 100,58 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 834 CHF | 150 884 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 99,64 % | 100,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 434 CHF | 150 484 CHF | 99,84% | 99,84% |
07/11/2024 | 0,70% | 99,73 % | 100,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 448 CHF | 150 498 CHF | 100,00% | 100,00% |