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% | 101,66 % | 102,36 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 517 CHF | 153 567 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 101,41 % | 102,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 073 CHF | 153 123 CHF | 89,40% | 89,40% |
18/11/2024 | 0,69% | 101,53 % | 102,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 434 CHF | 153 484 CHF | 99,68% | 99,68% |
15/11/2024 | 0,69% | 101,57 % | 102,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 438 CHF | 153 488 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 101,60 % | 102,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 384 CHF | 153 434 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 101,55 % | 102,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 314 CHF | 153 364 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 101,56 % | 102,26 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 405 CHF | 153 455 CHF | 98,75% | 98,75% |
11/11/2024 | 0,69% | 101,65 % | 102,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 478 CHF | 153 528 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 101,62 % | 102,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 384 CHF | 153 434 CHF | 99,85% | 99,85% |
07/11/2024 | 0,69% | 101,62 % | 102,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 422 CHF | 153 472 CHF | 100,00% | 100,00% |