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% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 097 CHF | 101 848 CHF | 99,88% | 99,88% |
19/11/2024 | 0,76% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 961 CHF | 101 729 CHF | 84,97% | 84,97% |
18/11/2024 | 0,74% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 911 CHF | 101 657 CHF | 78,69% | 78,69% |
15/11/2024 | 0,74% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 002 CHF | 101 749 CHF | 98,23% | 98,23% |
14/11/2024 | 0,76% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 047 CHF | 101 817 CHF | 98,73% | 98,73% |
13/11/2024 | 0,75% | 100,80 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 751 CHF | 101 510 CHF | 97,67% | 97,67% |
12/11/2024 | 0,75% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 023 CHF | 101 780 CHF | 99,90% | 99,90% |
11/11/2024 | 0,74% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 580 CHF | 102 333 CHF | 96,56% | 96,56% |
08/11/2024 | 0,74% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 477 CHF | 102 235 CHF | 53,21% | 53,21% |
07/11/2024 | 0,75% | 101,70 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 816 CHF | 102 578 CHF | 71,36% | 71,36% |