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 | 0,80% | 105,70 % | 106,55 % | 100 000 | 1 000 | 100 000 | 1 000 | 105 700 CHF | 1 066 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 105,70 % | 106,55 % | 100 000 | 1 000 | 100 000 | 1 000 | 105 805 CHF | 1 067 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 105,81 % | 106,66 % | 100 000 | 1 000 | 100 000 | 1 000 | 105 810 CHF | 1 067 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 105,82 % | 106,67 % | 100 000 | 1 000 | 100 000 | 1 000 | 106 704 CHF | 1 076 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 106,93 % | 107,79 % | 100 000 | 1 000 | 100 000 | 1 000 | 106 902 CHF | 1 078 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 106,89 % | 107,75 % | 100 000 | 1 000 | 100 000 | 1 000 | 106 913 CHF | 1 078 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 106,52 % | 107,38 % | 100 000 | 1 000 | 100 000 | 1 000 | 106 438 CHF | 1 073 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 106,43 % | 107,28 % | 100 000 | 1 000 | 100 000 | 1 000 | 106 402 CHF | 1 073 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 106,40 % | 107,25 % | 100 000 | 1 000 | 100 000 | 1 000 | 106 381 CHF | 1 072 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 106,37 % | 107,22 % | 100 000 | 1 000 | 100 000 | 1 000 | 106 284 CHF | 1 071 CHF | 100,00% | 100,00% |