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% | 100,31 % | 101,01 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 504 CHF | 151 554 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 99,84 % | 100,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 624 CHF | 150 674 CHF | 89,40% | 89,40% |
18/11/2024 | 0,70% | 100,31 % | 101,01 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 394 CHF | 151 444 CHF | 99,65% | 99,65% |
15/11/2024 | 0,69% | 100,26 % | 100,96 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 569 CHF | 151 619 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 100,47 % | 101,17 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 297 CHF | 151 347 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,98 % | 100,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 611 CHF | 150 661 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 100,23 % | 100,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 640 CHF | 151 690 CHF | 98,71% | 98,71% |
11/11/2024 | 0,69% | 100,53 % | 101,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 739 CHF | 151 789 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 100,11 % | 100,81 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 233 CHF | 151 283 CHF | 99,84% | 99,84% |
07/11/2024 | 0,70% | 100,23 % | 100,93 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 341 CHF | 151 391 CHF | 100,00% | 100,00% |