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% | 99,40 % | 100,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 322 CHF | 150 372 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 99,33 % | 100,03 % | 150 000 | 150 000 | 150 000 | 150 000 | 148 983 CHF | 150 033 CHF | 89,36% | 89,36% |
18/11/2024 | 0,70% | 99,52 % | 100,22 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 210 CHF | 150 260 CHF | 99,67% | 99,67% |
15/11/2024 | 0,70% | 99,46 % | 100,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 372 CHF | 150 422 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,78 % | 100,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 496 CHF | 150 546 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,53 % | 100,23 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 183 CHF | 150 233 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,51 % | 100,21 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 372 CHF | 150 422 CHF | 98,73% | 98,73% |
11/11/2024 | 0,70% | 99,74 % | 100,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 627 CHF | 150 677 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 99,41 % | 100,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 159 CHF | 150 209 CHF | 99,83% | 99,83% |
07/11/2024 | 0,70% | 99,59 % | 100,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 149 244 CHF | 150 294 CHF | 100,00% | 100,00% |