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 | 0,72% | 103,70 % | 104,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 763 CHF | 104 512 CHF | 99,28% | 99,28% |
19/11/2024 | 0,76% | 103,70 % | 104,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 646 CHF | 104 440 CHF | 98,46% | 98,46% |
18/11/2024 | 0,76% | 103,70 % | 104,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 705 CHF | 104 500 CHF | 99,45% | 99,45% |
15/11/2024 | 0,75% | 103,90 % | 104,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 905 CHF | 104 687 CHF | 98,53% | 98,53% |
14/11/2024 | 0,75% | 104,00 % | 104,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 918 CHF | 104 700 CHF | 99,22% | 99,22% |
13/11/2024 | 0,71% | 103,90 % | 104,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 861 CHF | 104 601 CHF | 96,34% | 96,34% |
12/11/2024 | 0,76% | 103,90 % | 104,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 910 CHF | 104 700 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 103,90 % | 104,70 % | 100 000 | 100 000 | 97 467 | 97 467 | 101 273 CHF | 102 056 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 103,90 % | 104,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 900 CHF | 104 699 CHF | 53,06% | 53,06% |
07/11/2024 | 0,75% | 104,00 % | 104,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 963 CHF | 104 743 CHF | 97,35% | 97,35% |