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% | 101,46 % | 102,16 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 235 CHF | 153 285 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 101,26 % | 101,96 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 957 CHF | 153 007 CHF | 89,40% | 89,40% |
18/11/2024 | 0,69% | 101,29 % | 101,99 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 964 CHF | 153 014 CHF | 99,67% | 99,67% |
15/11/2024 | 0,69% | 101,13 % | 101,83 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 719 CHF | 152 769 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 101,16 % | 101,86 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 487 CHF | 152 537 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 100,95 % | 101,65 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 380 CHF | 152 430 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 100,82 % | 101,52 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 451 CHF | 152 501 CHF | 98,75% | 98,75% |
11/11/2024 | 0,69% | 101,01 % | 101,71 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 599 CHF | 152 649 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 100,76 % | 101,46 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 125 CHF | 152 175 CHF | 99,84% | 99,84% |
07/11/2024 | 0,69% | 100,85 % | 101,55 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 354 CHF | 152 404 CHF | 100,00% | 100,00% |