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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,73% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 199 CHF | 101 944 CHF | 99,60% | 99,60% |
22/11/2024 | 0,75% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 958 CHF | 101 720 CHF | 89,50% | 89,50% |
20/11/2024 | 0,75% | 100,90 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 103 CHF | 101 863 CHF | 95,85% | 95,85% |
19/11/2024 | 0,75% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 016 CHF | 101 780 CHF | 99,33% | 99,33% |
18/11/2024 | 0,75% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 983 CHF | 101 745 CHF | 99,17% | 99,17% |
15/11/2024 | 0,75% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 338 CHF | 102 101 CHF | 98,25% | 98,25% |
14/11/2024 | 0,75% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 373 CHF | 102 132 CHF | 99,09% | 99,09% |
13/11/2024 | 0,76% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 292 CHF | 102 063 CHF | 97,57% | 97,57% |
12/11/2024 | 0,73% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 814 CHF | 102 565 CHF | 96,49% | 96,49% |
11/11/2024 | 0,75% | 102,10 % | 102,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 071 CHF | 102 835 CHF | 98,04% | 98,04% |