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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,70% | 99,74 % | 100,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 631 CHF | 150 681 CHF | 100,00% | 100,00% |
20/11/2024 | 0,70% | 99,53 % | 100,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 421 CHF | 150 471 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 99,45 % | 100,15 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 193 CHF | 150 243 CHF | 89,36% | 89,36% |
18/11/2024 | 0,70% | 99,64 % | 100,34 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 383 CHF | 150 433 CHF | 99,67% | 99,67% |
15/11/2024 | 0,70% | 99,53 % | 100,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 447 CHF | 150 497 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,78 % | 100,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 546 CHF | 150 596 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,57 % | 100,27 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 351 CHF | 150 401 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,60 % | 100,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 491 CHF | 150 541 CHF | 98,73% | 98,73% |
11/11/2024 | 0,70% | 99,75 % | 100,45 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 637 CHF | 150 687 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 99,59 % | 100,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 354 CHF | 150 404 CHF | 99,83% | 99,83% |