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% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 300 CHF | 89,78% | 89,78% |
19/11/2024 | 0,74% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 253 CHF | 98,83% | 98,83% |
18/11/2024 | 0,78% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 300 CHF | 98,58% | 98,58% |
15/11/2024 | 0,79% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 300 CHF | 98,28% | 98,28% |
14/11/2024 | 0,75% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 261 CHF | 97,08% | 97,08% |
13/11/2024 | 0,69% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 200 CHF | 96,08% | 96,08% |
12/11/2024 | 0,79% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 300 CHF | 98,02% | 98,02% |
11/11/2024 | 0,89% | 101,60 % | 102,30 % | 100 000 | 100 000 | 82 511 | 82 511 | 83 779 CHF | 84 462 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 300 CHF | 55,18% | 55,18% |
07/11/2024 | 1,02% | 101,60 % | 102,30 % | 100 000 | 100 000 | 72 165 | 72 165 | 73 236 CHF | 73 911 CHF | 94,66% | 94,66% |