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 | 0,96% | 103,01 % | 104,01 % | 200 000 | 100 000 | 200 000 | 100 000 | 206 448 CHF | 104 224 CHF | 100,00% | 100,00% |
19/11/2024 | 0,96% | 103,23 % | 104,23 % | 200 000 | 100 000 | 200 000 | 100 000 | 206 342 CHF | 104 171 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 103,27 % | 104,27 % | 200 000 | 100 000 | 200 000 | 100 000 | 206 325 CHF | 104 162 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 103,04 % | 104,04 % | 200 000 | 100 000 | 200 000 | 100 000 | 205 696 CHF | 103 848 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 102,49 % | 103,49 % | 200 000 | 100 000 | 200 000 | 100 000 | 205 554 CHF | 103 777 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 102,98 % | 103,98 % | 200 000 | 100 000 | 200 000 | 100 000 | 205 961 CHF | 103 981 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 103,11 % | 104,11 % | 200 000 | 100 000 | 200 000 | 100 000 | 206 049 CHF | 104 024 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 103,31 % | 104,31 % | 200 000 | 100 000 | 200 000 | 100 000 | 206 761 CHF | 104 380 CHF | 21,17% | 21,17% |
08/11/2024 | 0,97% | 102,87 % | 103,87 % | 200 000 | 100 000 | 200 000 | 100 000 | 205 247 CHF | 103 623 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 102,38 % | 103,38 % | 200 000 | 100 000 | 200 000 | 100 000 | 203 159 CHF | 102 580 CHF | 100,00% | 100,00% |