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% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 116 CHF | 101 116 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 99,95 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 069 CHF | 101 071 CHF | 93,72% | 93,72% |
18/11/2024 | 0,99% | 100,30 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 200 CHF | 101 200 CHF | 79,60% | 79,60% |
15/11/2024 | 0,99% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 123 CHF | 101 123 CHF | 88,13% | 88,13% |
14/11/2024 | 0,99% | 100,20 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 295 CHF | 101 295 CHF | 63,42% | 63,42% |
13/11/2024 | 0,99% | 100,10 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 267 CHF | 101 267 CHF | 75,36% | 75,36% |
12/11/2024 | 0,99% | 100,20 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 265 CHF | 101 265 CHF | 49,60% | 49,60% |
11/11/2024 | 0,99% | 100,30 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 372 CHF | 101 372 CHF | 64,16% | 64,16% |
08/11/2024 | 0,99% | 100,30 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 343 CHF | 101 343 CHF | 86,82% | 86,82% |
07/11/2024 | 0,99% | 100,30 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 350 CHF | 101 350 CHF | 99,16% | 99,16% |