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 | 0,77% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 892 CHF | 101 674 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 916 CHF | 101 694 CHF | 99,99% | 99,99% |
18/11/2024 | 0,75% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 005 CHF | 101 770 CHF | 99,46% | 99,46% |
15/11/2024 | 0,74% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 140 CHF | 101 889 CHF | 98,55% | 98,55% |
14/11/2024 | 0,74% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 131 CHF | 101 887 CHF | 94,67% | 94,67% |
13/11/2024 | 0,76% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 939 CHF | 101 708 CHF | 98,17% | 98,17% |
12/11/2024 | 0,77% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 031 CHF | 101 809 CHF | 52,45% | 52,45% |
11/11/2024 | 0,75% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 032 CHF | 101 796 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 058 CHF | 101 829 CHF | 55,04% | 55,04% |
07/11/2024 | 0,74% | 101,30 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 323 CHF | 102 076 CHF | 94,17% | 94,17% |