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% | 103,60 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 600 CHF | 104 397 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 103,50 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 510 CHF | 104 296 CHF | 99,99% | 99,99% |
18/11/2024 | 0,74% | 103,50 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 531 CHF | 104 303 CHF | 99,44% | 99,44% |
15/11/2024 | 0,75% | 103,50 % | 104,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 349 CHF | 104 130 CHF | 98,48% | 98,48% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,74% | 103,40 % | 104,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 353 CHF | 104 123 CHF | 97,50% | 97,50% |
12/11/2024 | 0,75% | 103,20 % | 104,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 292 CHF | 104 073 CHF | 96,80% | 96,80% |
11/11/2024 | 0,77% | 103,40 % | 104,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 435 CHF | 104 230 CHF | 99,56% | 99,56% |
08/11/2024 | 0,74% | 103,50 % | 104,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 435 CHF | 104 200 CHF | 55,11% | 55,11% |
07/11/2024 | 0,77% | 103,60 % | 104,30 % | 100 000 | 100 000 | 98 019 | 98 019 | 101 538 CHF | 102 309 CHF | 97,77% | 97,77% |