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 | 0,98% | 101,30 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 373 CHF | 102 373 CHF | 98,15% | 98,15% |
19/11/2024 | 0,98% | 101,40 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 400 CHF | 102 400 CHF | 93,71% | 93,71% |
18/11/2024 | 0,98% | 101,40 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 400 CHF | 102 400 CHF | 77,74% | 77,74% |
15/11/2024 | 0,98% | 101,40 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 355 CHF | 102 355 CHF | 92,52% | 92,52% |
14/11/2024 | 0,98% | 101,40 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 400 CHF | 102 400 CHF | 65,65% | 65,65% |
13/11/2024 | 0,98% | 101,40 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 400 CHF | 102 400 CHF | 75,01% | 75,01% |
12/11/2024 | 0,98% | 101,40 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 400 CHF | 102 400 CHF | 50,58% | 50,58% |
11/11/2024 | 0,98% | 101,50 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 500 CHF | 102 500 CHF | 80,56% | 80,56% |
08/11/2024 | 0,98% | 101,40 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 488 CHF | 102 488 CHF | 87,03% | 87,03% |
07/11/2024 | 0,98% | 101,50 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 496 CHF | 102 496 CHF | 99,16% | 99,16% |