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 | 0,77% | 103,30 % | 104,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 349 CHF | 104 149 CHF | 97,95% | 97,95% |
19/11/2024 | 0,77% | 103,10 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 159 CHF | 103 959 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 103,10 % | 104,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 139 CHF | 104 139 CHF | 100,00% | 100,00% |
15/11/2024 | 0,96% | 103,20 % | 104,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 525 CHF | 104 525 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 104,00 % | 104,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 896 CHF | 104 696 CHF | 100,00% | 100,00% |
13/11/2024 | 0,77% | 103,90 % | 104,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 852 CHF | 104 652 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 104,00 % | 105,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 004 CHF | 105 004 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 104,00 % | 105,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 001 CHF | 105 001 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 103,90 % | 104,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 942 CHF | 104 742 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 104,00 % | 104,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 868 CHF | 104 668 CHF | 99,76% | 99,76% |