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 | 0,74% | 102,40 % | 103,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 468 CHF | 103 231 CHF | 99,28% | 99,28% |
19/11/2024 | 0,77% | 102,30 % | 103,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 264 CHF | 103 055 CHF | 98,46% | 98,46% |
18/11/2024 | 0,77% | 102,40 % | 103,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 405 CHF | 103 193 CHF | 99,48% | 99,48% |
15/11/2024 | 0,77% | 102,60 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 633 CHF | 103 428 CHF | 98,47% | 98,47% |
14/11/2024 | 0,76% | 102,70 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 697 CHF | 103 480 CHF | 99,22% | 99,22% |
13/11/2024 | 0,72% | 102,60 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 559 CHF | 103 301 CHF | 96,29% | 96,29% |
12/11/2024 | 0,75% | 102,50 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 684 CHF | 103 456 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,70 % | 103,50 % | 100 000 | 100 000 | 97 467 | 97 467 | 100 091 CHF | 100 879 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 102,60 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 585 CHF | 103 368 CHF | 53,01% | 53,01% |
07/11/2024 | 0,75% | 102,70 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 667 CHF | 103 445 CHF | 97,44% | 97,44% |