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 | 0,97% | 102,60 % | 103,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 620 CHF | 103 620 CHF | 98,15% | 98,15% |
19/11/2024 | 0,97% | 102,50 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 526 CHF | 103 526 CHF | 93,72% | 93,72% |
18/11/2024 | 0,97% | 102,70 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 700 CHF | 103 700 CHF | 71,56% | 71,56% |
15/11/2024 | 0,97% | 102,70 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 797 CHF | 103 797 CHF | 92,81% | 92,81% |
14/11/2024 | 0,97% | 102,80 % | 103,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 846 CHF | 103 846 CHF | 63,20% | 63,20% |
13/11/2024 | 0,97% | 102,80 % | 103,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 815 CHF | 103 815 CHF | 75,54% | 75,54% |
12/11/2024 | 0,97% | 102,90 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 961 CHF | 103 961 CHF | 50,29% | 50,29% |
11/11/2024 | 0,97% | 103,00 % | 104,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 069 CHF | 104 069 CHF | 78,89% | 78,89% |
08/11/2024 | 0,97% | 103,00 % | 104,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 997 CHF | 103 997 CHF | 86,77% | 86,77% |
07/11/2024 | 0,97% | 103,10 % | 104,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 053 CHF | 104 053 CHF | 99,16% | 99,16% |