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 | 0,77% | 102,30 % | 103,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 312 CHF | 103 100 CHF | 98,82% | 98,82% |
19/11/2024 | 0,75% | 102,30 % | 103,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 330 CHF | 103 100 CHF | 99,94% | 99,94% |
18/11/2024 | 0,78% | 102,40 % | 103,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 400 CHF | 103 199 CHF | 97,48% | 97,48% |
15/11/2024 | 0,77% | 102,40 % | 103,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 400 CHF | 103 193 CHF | 98,47% | 98,47% |
14/11/2024 | 0,75% | 102,40 % | 103,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 335 CHF | 103 101 CHF | 99,57% | 99,57% |
13/11/2024 | 0,72% | 102,20 % | 102,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 174 CHF | 102 908 CHF | 98,18% | 98,18% |
12/11/2024 | 0,74% | 102,10 % | 102,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 169 CHF | 102 928 CHF | 99,36% | 99,36% |
11/11/2024 | 0,70% | 102,30 % | 103,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 300 CHF | 103 015 CHF | 95,09% | 95,09% |
08/11/2024 | 0,68% | 102,20 % | 102,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 200 CHF | 102 900 CHF | 54,90% | 54,90% |
07/11/2024 | 0,77% | 102,30 % | 103,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 300 CHF | 103 088 CHF | 95,24% | 95,24% |