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 | 0,92% | 106,79 % | 107,79 % | 100 000 | 100 000 | 100 000 | 100 000 | 107 734 CHF | 108 734 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 107,45 % | 108,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 107 585 CHF | 108 585 CHF | 100,00% | 100,00% |
18/11/2024 | 0,91% | 108,96 % | 109,96 % | 100 000 | 100 000 | 100 000 | 100 000 | 109 359 CHF | 110 359 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 109,92 % | 110,92 % | 100 000 | 100 000 | 100 000 | 100 000 | 110 584 CHF | 111 584 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 113,74 % | 114,74 % | 100 000 | 100 000 | 100 000 | 100 000 | 113 094 CHF | 114 094 CHF | 100,00% | 100,00% |
13/11/2024 | 0,87% | 113,97 % | 114,97 % | 100 000 | 100 000 | 100 000 | 100 000 | 114 439 CHF | 115 439 CHF | 99,38% | 99,38% |
12/11/2024 | 0,87% | 113,79 % | 114,79 % | 100 000 | 100 000 | 100 000 | 100 000 | 114 210 CHF | 115 210 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 115,71 % | 116,71 % | 100 000 | 100 000 | 100 000 | 100 000 | 115 671 CHF | 116 671 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 113,88 % | 114,88 % | 100 000 | 100 000 | 100 000 | 100 000 | 114 479 CHF | 115 479 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 115,96 % | 116,96 % | 100 000 | 100 000 | 100 000 | 100 000 | 115 667 CHF | 116 667 CHF | 100,00% | 100,00% |