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 | 0,97% | 102,00 % | 103,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 116 CHF | 103 116 CHF | 98,15% | 98,15% |
19/11/2024 | 0,98% | 101,60 % | 102,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 588 CHF | 102 588 CHF | 93,72% | 93,72% |
18/11/2024 | 0,98% | 101,70 % | 102,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 856 CHF | 102 856 CHF | 78,02% | 78,02% |
15/11/2024 | 0,97% | 102,10 % | 103,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 068 CHF | 103 068 CHF | 92,75% | 92,75% |
14/11/2024 | 0,98% | 102,00 % | 103,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 974 CHF | 102 974 CHF | 65,47% | 65,47% |
13/11/2024 | 0,98% | 101,40 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 371 CHF | 102 371 CHF | 74,84% | 74,84% |
12/11/2024 | 0,98% | 101,40 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 679 CHF | 102 679 CHF | 50,98% | 50,98% |
11/11/2024 | 0,98% | 102,00 % | 103,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 908 CHF | 102 908 CHF | 79,21% | 79,21% |
08/11/2024 | 0,98% | 101,60 % | 102,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 645 CHF | 102 645 CHF | 86,81% | 86,81% |
07/11/2024 | 0,98% | 101,80 % | 102,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 845 CHF | 102 845 CHF | 99,16% | 99,16% |