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 | 0,78% | 102,60 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 600 CHF | 103 400 CHF | 98,63% | 98,63% |
20/11/2024 | 0,70% | 102,60 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 678 CHF | 103 400 CHF | 98,46% | 98,46% |
19/11/2024 | 0,72% | 102,60 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 557 CHF | 103 302 CHF | 95,49% | 95,49% |
18/11/2024 | 0,77% | 102,50 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 503 CHF | 103 300 CHF | 98,06% | 98,06% |
15/11/2024 | 0,78% | 102,60 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 600 CHF | 103 400 CHF | 94,37% | 94,37% |
14/11/2024 | 0,78% | 102,60 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 600 CHF | 103 400 CHF | 98,91% | 98,91% |
13/11/2024 | 0,69% | 102,70 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 693 CHF | 103 406 CHF | 96,04% | 96,04% |
12/11/2024 | 0,78% | 102,70 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 701 CHF | 103 500 CHF | 98,08% | 98,08% |
11/11/2024 | 0,78% | 102,80 % | 103,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 800 CHF | 103 600 CHF | 98,38% | 98,38% |
08/11/2024 | 0,78% | 102,80 % | 103,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 800 CHF | 103 600 CHF | 52,36% | 52,36% |