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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,75% | 101,70 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 672 CHF | 102 437 CHF | 93,00% | 93,00% |
20/11/2024 | 0,75% | 101,60 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 706 CHF | 102 475 CHF | 85,98% | 85,98% |
19/11/2024 | 0,74% | 101,40 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 299 CHF | 102 056 CHF | 88,73% | 88,73% |
18/11/2024 | 0,73% | 101,30 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 440 CHF | 102 183 CHF | 82,23% | 82,23% |
15/11/2024 | 0,76% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 304 CHF | 102 076 CHF | 98,54% | 98,54% |
14/11/2024 | 0,75% | 101,30 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 164 CHF | 101 923 CHF | 97,92% | 97,92% |
13/11/2024 | 0,76% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 113 CHF | 101 880 CHF | 98,28% | 98,28% |
12/11/2024 | 0,75% | 100,70 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 100 CHF | 101 867 CHF | 81,55% | 81,55% |
11/11/2024 | 0,74% | 101,80 % | 102,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 936 CHF | 102 693 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 101,90 % | 102,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 923 CHF | 102 686 CHF | 55,17% | 55,17% |