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 | 0,72% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 900 CHF | 103 648 CHF | 70,70% | 70,70% |
19/11/2024 | 0,76% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 862 CHF | 103 644 CHF | 18,47% | 18,47% |
18/11/2024 | 0,71% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 900 CHF | 103 630 CHF | 88,44% | 88,44% |
15/11/2024 | 0,77% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 900 CHF | 103 700 CHF | 96,86% | 96,86% |
14/11/2024 | 0,77% | 103,00 % | 103,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 000 CHF | 103 800 CHF | 92,90% | 92,90% |
13/11/2024 | 0,75% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 900 CHF | 103 675 CHF | 96,86% | 96,86% |
12/11/2024 | 0,77% | 103,00 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 000 CHF | 103 798 CHF | 97,47% | 97,47% |
11/11/2024 | 0,70% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 975 CHF | 103 700 CHF | 71,91% | 71,91% |
08/11/2024 | 0,77% | 103,00 % | 103,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 000 CHF | 103 800 CHF | 54,74% | 54,74% |
07/11/2024 | 0,74% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 990 CHF | 103 759 CHF | 96,05% | 96,05% |