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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,72% | 103,60 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 554 CHF | 104 300 CHF | 98,58% | 98,58% |
20/11/2024 | 0,74% | 103,50 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 580 CHF | 104 347 CHF | 98,40% | 98,40% |
19/11/2024 | 0,77% | 103,40 % | 104,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 406 CHF | 104 201 CHF | 95,39% | 95,39% |
18/11/2024 | 0,76% | 103,50 % | 104,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 416 CHF | 104 201 CHF | 97,97% | 97,97% |
15/11/2024 | 0,77% | 103,50 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 500 CHF | 104 300 CHF | 94,29% | 94,29% |
14/11/2024 | 0,77% | 103,50 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 500 CHF | 104 300 CHF | 98,85% | 98,85% |
13/11/2024 | 0,72% | 103,60 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 600 CHF | 104 353 CHF | 95,98% | 95,98% |
12/11/2024 | 0,76% | 103,60 % | 104,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 686 CHF | 104 479 CHF | 98,01% | 98,01% |
11/11/2024 | 0,77% | 103,70 % | 104,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 702 CHF | 104 500 CHF | 98,27% | 98,27% |
08/11/2024 | 0,77% | 103,70 % | 104,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 700 CHF | 104 500 CHF | 52,28% | 52,28% |