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 | 0,74% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 946 CHF | 101 697 CHF | 99,69% | 99,69% |
19/11/2024 | 0,76% | 100,90 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 852 CHF | 101 618 CHF | 70,53% | 70,53% |
18/11/2024 | 0,77% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 915 CHF | 101 698 CHF | 99,41% | 99,41% |
15/11/2024 | 0,78% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 000 CHF | 101 787 CHF | 98,52% | 98,52% |
14/11/2024 | 0,75% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 066 CHF | 101 830 CHF | 94,67% | 94,67% |
13/11/2024 | 0,79% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 902 CHF | 101 700 CHF | 98,14% | 98,14% |
12/11/2024 | 0,72% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 990 CHF | 101 715 CHF | 52,45% | 52,45% |
11/11/2024 | 0,73% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 987 CHF | 101 724 CHF | 98,86% | 98,86% |
08/11/2024 | 0,74% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 014 CHF | 101 765 CHF | 53,06% | 53,06% |
07/11/2024 | 0,74% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 157 CHF | 101 904 CHF | 94,12% | 94,12% |