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% | 100,65 % | 101,40 % | 198 000 | 197 000 | 198 000 | 197 000 | 199 287 CHF | 199 758 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 100,52 % | 101,27 % | 198 000 | 197 000 | 198 034 | 197 000 | 199 142 CHF | 199 580 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 100,51 % | 101,26 % | 198 000 | 197 000 | 198 294 | 197 000 | 199 306 CHF | 199 483 CHF | 99,99% | 99,99% |
15/11/2024 | 0,74% | 100,51 % | 101,26 % | 198 000 | 197 000 | 198 455 | 197 001 | 199 390 CHF | 199 407 CHF | 99,98% | 99,98% |
14/11/2024 | 0,74% | 100,61 % | 101,36 % | 198 000 | 197 000 | 198 000 | 197 000 | 199 208 CHF | 199 679 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 102,43 % | 103,20 % | 195 000 | 193 000 | 194 998 | 193 000 | 199 870 CHF | 199 307 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 102,46 % | 103,23 % | 195 000 | 193 000 | 195 000 | 193 000 | 199 797 CHF | 199 234 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 102,42 % | 103,19 % | 195 000 | 193 000 | 195 000 | 193 000 | 199 783 CHF | 199 220 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 102,37 % | 103,14 % | 195 000 | 193 000 | 195 000 | 193 463 | 199 560 CHF | 199 477 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 102,33 % | 103,10 % | 195 000 | 193 000 | 195 000 | 193 254 | 199 554 CHF | 199 255 CHF | 100,00% | 100,00% |