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 | 0,75% | 107,75 % | 108,56 % | 185 000 | 184 000 | 185 000 | 183 750 | 199 542 CHF | 199 682 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 107,71 % | 108,52 % | 185 000 | 184 000 | 185 000 | 183 935 | 199 435 CHF | 199 777 CHF | 99,95% | 99,95% |
18/11/2024 | 0,75% | 107,72 % | 108,53 % | 185 000 | 184 000 | 185 001 | 184 000 | 199 113 CHF | 199 526 CHF | 99,99% | 99,99% |
15/11/2024 | 0,75% | 107,48 % | 108,29 % | 186 000 | 184 000 | 185 961 | 184 000 | 199 809 CHF | 199 193 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 107,53 % | 108,34 % | 185 000 | 184 000 | 185 766 | 184 373 | 199 398 CHF | 199 395 CHF | 99,89% | 99,89% |
13/11/2024 | 0,75% | 107,36 % | 108,17 % | 186 000 | 184 000 | 186 000 | 184 370 | 199 578 CHF | 199 323 CHF | 99,99% | 99,99% |
12/11/2024 | 0,75% | 107,52 % | 108,33 % | 186 000 | 184 000 | 185 094 | 184 000 | 199 259 CHF | 199 572 CHF | 99,99% | 99,99% |
11/11/2024 | 0,75% | 107,98 % | 108,79 % | 185 000 | 183 000 | 185 000 | 183 000 | 199 793 CHF | 199 116 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 107,54 % | 108,35 % | 185 000 | 184 000 | 185 398 | 184 000 | 199 385 CHF | 199 372 CHF | 99,95% | 99,95% |
07/11/2024 | 0,75% | 107,70 % | 108,51 % | 185 000 | 184 000 | 185 000 | 184 000 | 199 372 CHF | 199 784 CHF | 100,00% | 100,00% |