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% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 700 CHF | 101 500 CHF | 98,65% | 98,65% |
19/11/2024 | 0,79% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 700 CHF | 101 500 CHF | 68,76% | 68,76% |
18/11/2024 | 0,79% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 700 CHF | 101 500 CHF | 96,89% | 96,89% |
15/11/2024 | 0,96% | 100,80 % | 101,50 % | 100 000 | 100 000 | 82 183 | 82 183 | 82 787 CHF | 83 529 CHF | 98,23% | 98,23% |
14/11/2024 | 0,77% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 800 CHF | 101 579 CHF | 89,41% | 89,41% |
13/11/2024 | 0,71% | 100,80 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 800 CHF | 101 515 CHF | 87,22% | 87,22% |
12/11/2024 | 0,79% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 800 CHF | 101 600 CHF | 99,90% | 99,90% |
11/11/2024 | 0,71% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 886 CHF | 101 600 CHF | 67,98% | 67,98% |
08/11/2024 | 0,70% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 896 CHF | 101 600 CHF | 34,75% | 34,75% |
07/11/2024 | 0,72% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 975 CHF | 101 700 CHF | 72,03% | 72,03% |