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 | 0,75% | 102,50 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 423 CHF | 103 197 CHF | 100,00% | 100,00% |
20/11/2024 | 0,74% | 102,30 % | 103,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 485 CHF | 103 250 CHF | 98,98% | 98,98% |
19/11/2024 | 0,75% | 101,90 % | 102,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 830 CHF | 102 599 CHF | 99,99% | 99,99% |
18/11/2024 | 0,76% | 102,10 % | 102,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 233 CHF | 103 009 CHF | 82,13% | 82,13% |
15/11/2024 | 0,75% | 102,00 % | 102,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 026 CHF | 102 798 CHF | 98,48% | 98,48% |
14/11/2024 | 0,75% | 102,00 % | 102,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 816 CHF | 102 582 CHF | 97,92% | 97,92% |
13/11/2024 | 0,76% | 101,70 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 736 CHF | 102 512 CHF | 98,22% | 98,22% |
12/11/2024 | 0,75% | 101,20 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 770 CHF | 102 533 CHF | 76,71% | 76,71% |
11/11/2024 | 0,76% | 102,80 % | 103,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 047 CHF | 103 830 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 008 CHF | 103 787 CHF | 55,12% | 55,12% |