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 | 0,78% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 600 CHF | 102 400 CHF | 39,07% | 39,07% |
19/11/2024 | 0,75% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 499 CHF | 102 267 CHF | 97,81% | 97,81% |
18/11/2024 | 0,71% | 101,40 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 496 CHF | 102 221 CHF | 99,50% | 99,50% |
15/11/2024 | 0,75% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 513 CHF | 102 278 CHF | 84,56% | 84,56% |
14/11/2024 | 0,78% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 294 CHF | 99,28% | 99,28% |
13/11/2024 | 0,75% | 101,40 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 439 CHF | 102 200 CHF | 64,43% | 64,43% |
12/11/2024 | 0,72% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 554 CHF | 102 287 CHF | 99,58% | 99,58% |
11/11/2024 | 0,80% | 101,60 % | 102,30 % | 100 000 | 100 000 | 97 399 | 97 399 | 98 876 CHF | 99 659 CHF | 98,34% | 98,34% |
08/11/2024 | 0,76% | 101,40 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 464 CHF | 102 240 CHF | 55,16% | 55,16% |
07/11/2024 | 0,70% | 101,70 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 785 CHF | 102 500 CHF | 95,78% | 95,78% |