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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,74% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 100 CHF | 101 849 CHF | 96,18% | 96,18% |
20/11/2024 | 0,73% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 056 CHF | 101 800 CHF | 98,82% | 98,82% |
19/11/2024 | 0,69% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 100 CHF | 101 800 CHF | 99,94% | 99,94% |
18/11/2024 | 0,69% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 100 CHF | 101 800 CHF | 97,52% | 97,52% |
15/11/2024 | 0,78% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 100 CHF | 101 896 CHF | 98,38% | 98,38% |
14/11/2024 | 0,76% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 100 CHF | 101 872 CHF | 99,57% | 99,57% |
13/11/2024 | 0,69% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 096 CHF | 101 800 CHF | 98,18% | 98,18% |
12/11/2024 | 0,69% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 100 CHF | 101 800 CHF | 99,36% | 99,36% |
11/11/2024 | 0,70% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 100 CHF | 101 807 CHF | 93,97% | 93,97% |
08/11/2024 | 0,79% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 000 CHF | 101 800 CHF | 54,91% | 54,91% |