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% | 103,80 % | 104,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 885 CHF | 104 663 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 103,80 % | 104,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 796 CHF | 104 581 CHF | 99,99% | 99,99% |
18/11/2024 | 0,76% | 103,80 % | 104,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 807 CHF | 104 594 CHF | 99,49% | 99,49% |
15/11/2024 | 0,73% | 103,80 % | 104,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 679 CHF | 104 443 CHF | 98,52% | 98,52% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,73% | 103,70 % | 104,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 673 CHF | 104 433 CHF | 97,54% | 97,54% |
12/11/2024 | 0,76% | 103,50 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 602 CHF | 104 392 CHF | 96,80% | 96,80% |
11/11/2024 | 0,76% | 103,70 % | 104,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 737 CHF | 104 532 CHF | 99,56% | 99,56% |
08/11/2024 | 0,75% | 103,80 % | 104,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 717 CHF | 104 500 CHF | 55,15% | 55,15% |
07/11/2024 | 0,76% | 103,90 % | 104,60 % | 100 000 | 100 000 | 97 970 | 97 970 | 101 767 CHF | 102 536 CHF | 96,42% | 96,42% |