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 | 0,76% | 100,50 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 417 CHF | 101 184 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 272 CHF | 101 046 CHF | 99,99% | 99,99% |
18/11/2024 | 0,75% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 901 CHF | 100 656 CHF | 99,28% | 99,28% |
15/11/2024 | 0,75% | 99,80 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 858 CHF | 100 607 CHF | 98,32% | 98,32% |
14/11/2024 | 0,75% | 100,20 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 199 CHF | 100 949 CHF | 98,83% | 98,83% |
13/11/2024 | 0,75% | 100,10 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 205 CHF | 100 963 CHF | 90,71% | 90,71% |
12/11/2024 | 0,76% | 100,70 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 711 CHF | 101 480 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 100,90 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 909 CHF | 101 665 CHF | 99,77% | 99,77% |
08/11/2024 | 0,74% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 657 CHF | 101 400 CHF | 54,98% | 54,98% |
07/11/2024 | 0,76% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 550 CHF | 101 315 CHF | 97,56% | 97,56% |