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% | 102,80 % | 103,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 904 CHF | 103 683 CHF | 99,18% | 99,18% |
19/11/2024 | 0,76% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 893 CHF | 103 681 CHF | 99,99% | 99,99% |
18/11/2024 | 0,74% | 103,20 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 129 CHF | 103 892 CHF | 98,49% | 98,49% |
15/11/2024 | 0,74% | 103,30 % | 104,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 359 CHF | 104 130 CHF | 98,24% | 98,24% |
14/11/2024 | 0,75% | 103,60 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 371 CHF | 104 147 CHF | 94,67% | 94,67% |
13/11/2024 | 0,76% | 103,10 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 041 CHF | 103 829 CHF | 97,91% | 97,91% |
12/11/2024 | 0,74% | 103,00 % | 103,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 109 CHF | 103 879 CHF | 52,45% | 52,45% |
11/11/2024 | 0,75% | 103,10 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 129 CHF | 103 903 CHF | 99,85% | 99,85% |
08/11/2024 | 0,74% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 108 CHF | 103 875 CHF | 54,74% | 54,74% |
07/11/2024 | 0,75% | 103,50 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 507 CHF | 104 289 CHF | 93,86% | 93,86% |