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 | 0,79% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 300 CHF | 101 100 CHF | 34,19% | 34,19% |
19/11/2024 | 0,69% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 400 CHF | 101 100 CHF | 87,94% | 87,94% |
18/11/2024 | 0,69% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 400 CHF | 101 100 CHF | 90,99% | 90,99% |
15/11/2024 | 0,79% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 400 CHF | 101 200 CHF | 96,32% | 96,32% |
14/11/2024 | 0,79% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 400 CHF | 101 200 CHF | 87,95% | 87,95% |
13/11/2024 | 0,69% | 100,50 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 500 CHF | 101 200 CHF | 95,67% | 95,67% |
12/11/2024 | 0,69% | 100,50 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 500 CHF | 101 200 CHF | 98,63% | 98,63% |
11/11/2024 | 0,79% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 500 CHF | 101 300 CHF | 87,16% | 87,16% |
08/11/2024 | 0,79% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 500 CHF | 101 300 CHF | 51,63% | 51,63% |
07/11/2024 | 0,69% | 100,60 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 600 CHF | 101 300 CHF | 88,80% | 88,80% |