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 | 0,78% | 102,40 % | 103,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 530 CHF | 103 330 CHF | 97,95% | 97,95% |
19/11/2024 | 0,78% | 102,50 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 422 CHF | 103 222 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 102,50 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 543 CHF | 103 343 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 102,50 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 638 CHF | 103 438 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 102,70 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 666 CHF | 103 466 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 102,60 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 560 CHF | 103 360 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 102,70 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 699 CHF | 103 499 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 102,70 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 700 CHF | 103 500 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 102,60 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 615 CHF | 103 415 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 102,70 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 671 CHF | 103 471 CHF | 99,23% | 99,23% |