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 | 0,75% | 108,11 % | 108,92 % | 184 000 | 183 000 | 184 065 | 183 000 | 199 152 CHF | 199 481 CHF | 99,99% | 99,99% |
19/11/2024 | 0,75% | 108,41 % | 109,22 % | 184 000 | 183 000 | 184 000 | 183 000 | 199 092 CHF | 199 492 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 108,35 % | 109,16 % | 184 000 | 183 000 | 184 000 | 183 000 | 199 167 CHF | 199 567 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 108,26 % | 109,07 % | 184 000 | 183 000 | 184 000 | 183 000 | 199 335 CHF | 199 734 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 108,41 % | 109,22 % | 184 000 | 183 000 | 184 000 | 183 000 | 199 407 CHF | 199 805 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 108,23 % | 109,04 % | 184 000 | 183 000 | 184 521 | 183 000 | 199 576 CHF | 199 414 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 108,10 % | 108,91 % | 185 000 | 183 000 | 184 005 | 183 000 | 199 299 CHF | 199 693 CHF | 99,98% | 99,98% |
11/11/2024 | 0,74% | 108,35 % | 109,16 % | 184 000 | 183 000 | 184 000 | 182 914 | 199 428 CHF | 199 733 CHF | 99,99% | 99,99% |
08/11/2024 | 0,75% | 108,29 % | 109,10 % | 184 000 | 183 000 | 184 000 | 183 000 | 199 254 CHF | 199 653 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 108,28 % | 109,09 % | 184 000 | 183 000 | 184 970 | 183 071 | 199 654 CHF | 199 086 CHF | 100,00% | 100,00% |