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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,76% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 756 CHF | 101 520 CHF | 100,00% | 100,00% |
20/11/2024 | 0,75% | 100,60 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 811 CHF | 101 567 CHF | 98,98% | 98,98% |
19/11/2024 | 0,75% | 100,10 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 939 CHF | 100 689 CHF | 99,99% | 99,99% |
18/11/2024 | 0,75% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 493 CHF | 101 248 CHF | 82,09% | 82,09% |
15/11/2024 | 0,75% | 100,10 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 139 CHF | 100 891 CHF | 98,42% | 98,42% |
14/11/2024 | 0,75% | 100,10 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 843 CHF | 100 595 CHF | 97,92% | 97,92% |
13/11/2024 | 0,75% | 99,60 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 729 CHF | 100 478 CHF | 98,17% | 98,17% |
12/11/2024 | 0,75% | 99,10 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 935 CHF | 100 684 CHF | 76,71% | 76,71% |
11/11/2024 | 0,74% | 101,40 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 696 CHF | 102 452 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 596 CHF | 102 376 CHF | 55,08% | 55,08% |