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% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 518 CHF | 101 265 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 424 CHF | 101 188 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 639 CHF | 101 388 CHF | 99,51% | 99,51% |
15/11/2024 | 0,74% | 100,80 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 820 CHF | 101 573 CHF | 98,57% | 98,57% |
14/11/2024 | 0,74% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 139 CHF | 101 894 CHF | 99,24% | 99,24% |
13/11/2024 | 0,75% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 267 CHF | 102 029 CHF | 98,32% | 98,32% |
12/11/2024 | 0,74% | 101,20 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 217 CHF | 101 971 CHF | 100,00% | 100,00% |
11/11/2024 | 0,73% | 101,40 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 394 CHF | 102 135 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 101,20 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 201 CHF | 101 967 CHF | 55,19% | 55,19% |
07/11/2024 | 0,75% | 101,40 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 323 CHF | 102 091 CHF | 97,48% | 97,48% |