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 | 0,70% | 100,30 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 300 CHF | 101 000 CHF | 99,17% | 99,17% |
19/11/2024 | 0,70% | 100,30 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 300 CHF | 101 000 CHF | 91,90% | 91,90% |
18/11/2024 | 0,70% | 100,30 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 300 CHF | 101 000 CHF | 28,81% | 28,81% |
15/11/2024 | 0,79% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 300 CHF | 101 100 CHF | 96,56% | 96,56% |
14/11/2024 | 0,79% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 300 CHF | 101 100 CHF | 99,26% | 99,26% |
13/11/2024 | 0,69% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 400 CHF | 101 100 CHF | 94,18% | 94,18% |
12/11/2024 | 0,69% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 400 CHF | 101 100 CHF | 97,94% | 97,94% |
11/11/2024 | 0,69% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 400 CHF | 101 100 CHF | 98,94% | 98,94% |
08/11/2024 | 0,79% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 400 CHF | 101 200 CHF | 53,63% | 53,63% |
07/11/2024 | 0,79% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 400 CHF | 101 200 CHF | 95,22% | 95,22% |