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% | 100,28 % | 100,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 719 CHF | 151 769 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 100,20 % | 100,90 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 218 CHF | 151 268 CHF | 89,38% | 89,38% |
18/11/2024 | 0,69% | 100,50 % | 101,20 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 661 CHF | 151 711 CHF | 99,68% | 99,68% |
15/11/2024 | 0,69% | 100,54 % | 101,24 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 956 CHF | 152 006 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 100,73 % | 101,43 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 991 CHF | 152 041 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 100,58 % | 101,28 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 820 CHF | 151 870 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 100,65 % | 101,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 353 CHF | 152 403 CHF | 98,74% | 98,74% |
11/11/2024 | 0,69% | 101,06 % | 101,76 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 679 CHF | 152 729 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 100,76 % | 101,46 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 181 CHF | 152 231 CHF | 99,83% | 99,83% |
07/11/2024 | 0,69% | 101,07 % | 101,77 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 419 CHF | 152 469 CHF | 100,00% | 100,00% |