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% | 100,49 % | 101,19 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 126 CHF | 152 176 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 100,96 % | 101,66 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 294 CHF | 152 344 CHF | 89,36% | 89,36% |
18/11/2024 | 0,69% | 101,17 % | 101,87 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 805 CHF | 152 855 CHF | 99,66% | 99,66% |
15/11/2024 | 0,69% | 101,44 % | 102,14 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 035 CHF | 153 085 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 100,88 % | 101,58 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 126 CHF | 152 176 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 100,87 % | 101,57 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 656 CHF | 152 706 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 101,10 % | 101,80 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 974 CHF | 153 024 CHF | 98,76% | 98,76% |
11/11/2024 | 0,69% | 101,44 % | 102,14 % | 150 000 | 150 000 | 150 000 | 150 000 | 152 108 CHF | 153 158 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 101,40 % | 102,10 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 994 CHF | 153 044 CHF | 99,85% | 99,85% |
07/11/2024 | 0,69% | 101,26 % | 101,96 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 430 CHF | 152 480 CHF | 100,00% | 100,00% |