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 | 0,99% | 100,80 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 673 CHF | 101 673 CHF | 98,15% | 98,15% |
19/11/2024 | 0,99% | 100,60 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 609 CHF | 101 609 CHF | 93,72% | 93,72% |
18/11/2024 | 0,99% | 100,70 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 735 CHF | 101 735 CHF | 80,76% | 80,76% |
15/11/2024 | 0,99% | 100,80 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 897 CHF | 101 897 CHF | 92,84% | 92,84% |
14/11/2024 | 0,99% | 100,90 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 921 CHF | 101 921 CHF | 63,20% | 63,20% |
13/11/2024 | 0,99% | 100,90 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 894 CHF | 101 894 CHF | 75,54% | 75,54% |
12/11/2024 | 0,98% | 100,80 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 051 CHF | 102 051 CHF | 50,30% | 50,30% |
11/11/2024 | 0,99% | 101,00 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 017 CHF | 102 017 CHF | 81,45% | 81,45% |
08/11/2024 | 0,98% | 101,10 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 097 CHF | 102 097 CHF | 86,78% | 86,78% |
07/11/2024 | 0,99% | 101,10 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 997 CHF | 101 997 CHF | 99,16% | 99,16% |