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 | 0,95% | 104,30 % | 105,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 421 CHF | 105 421 CHF | 98,23% | 98,23% |
19/11/2024 | 0,95% | 104,30 % | 105,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 392 CHF | 105 392 CHF | 93,72% | 93,72% |
18/11/2024 | 0,95% | 104,60 % | 105,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 555 CHF | 105 555 CHF | 70,55% | 70,55% |
15/11/2024 | 0,95% | 104,60 % | 105,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 719 CHF | 105 719 CHF | 93,11% | 93,11% |
14/11/2024 | 0,95% | 105,00 % | 106,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 855 CHF | 105 855 CHF | 65,35% | 65,35% |
13/11/2024 | 0,95% | 104,70 % | 105,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 784 CHF | 105 784 CHF | 75,02% | 75,02% |
12/11/2024 | 0,95% | 104,90 % | 105,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 997 CHF | 105 997 CHF | 51,40% | 51,40% |
11/11/2024 | 0,95% | 105,30 % | 106,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 105 256 CHF | 106 256 CHF | 77,79% | 77,79% |
08/11/2024 | 0,95% | 105,00 % | 106,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 104 957 CHF | 105 957 CHF | 87,02% | 87,02% |
07/11/2024 | 0,95% | 105,10 % | 106,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 105 142 CHF | 106 142 CHF | 99,33% | 99,33% |