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 | 0,75% | 100,60 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 801 CHF | 101 563 CHF | 95,85% | 95,85% |
19/11/2024 | 0,74% | 100,70 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 703 CHF | 101 456 CHF | 99,33% | 99,33% |
18/11/2024 | 0,75% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 671 CHF | 101 425 CHF | 99,17% | 99,17% |
15/11/2024 | 0,75% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 073 CHF | 101 830 CHF | 98,20% | 98,20% |
14/11/2024 | 0,76% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 125 CHF | 101 892 CHF | 99,09% | 99,09% |
13/11/2024 | 0,75% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 113 CHF | 101 877 CHF | 97,51% | 97,51% |
12/11/2024 | 0,75% | 101,30 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 640 CHF | 102 409 CHF | 96,49% | 96,49% |
11/11/2024 | 0,75% | 102,00 % | 102,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 980 CHF | 102 753 CHF | 97,96% | 97,96% |
08/11/2024 | 0,76% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 522 CHF | 102 300 CHF | 54,84% | 54,84% |
07/11/2024 | 0,75% | 102,00 % | 102,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 837 CHF | 102 602 CHF | 94,25% | 94,25% |