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% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 787 CHF | 101 549 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 631 CHF | 101 397 CHF | 99,92% | 99,92% |
18/11/2024 | 0,76% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 671 CHF | 101 438 CHF | 90,93% | 90,93% |
15/11/2024 | 0,75% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 942 CHF | 101 700 CHF | 98,53% | 98,53% |
14/11/2024 | 0,75% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 886 CHF | 101 646 CHF | 96,08% | 96,08% |
13/11/2024 | 0,76% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 750 CHF | 101 514 CHF | 82,39% | 82,39% |
12/11/2024 | 0,76% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 170 CHF | 101 939 CHF | 74,36% | 74,36% |
11/11/2024 | 0,79% | 101,00 % | 101,80 % | 100 000 | 100 000 | 96 661 | 96 661 | 97 725 CHF | 98 482 CHF | 74,49% | 74,49% |
08/11/2024 | 0,75% | 100,90 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 887 CHF | 101 646 CHF | 54,53% | 54,53% |
07/11/2024 | 0,76% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 028 CHF | 101 799 CHF | 97,45% | 97,45% |