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 | 0,74% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 074 CHF | 101 823 CHF | 90,80% | 90,80% |
19/11/2024 | 0,76% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 712 CHF | 101 479 CHF | 19,10% | 19,10% |
18/11/2024 | 0,76% | 101,30 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 250 CHF | 102 026 CHF | 90,00% | 90,00% |
15/11/2024 | 0,73% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 314 CHF | 102 058 CHF | 97,07% | 97,07% |
14/11/2024 | 0,75% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 462 CHF | 102 226 CHF | 93,11% | 93,11% |
13/11/2024 | 0,75% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 180 CHF | 101 937 CHF | 96,84% | 96,84% |
12/11/2024 | 0,76% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 616 CHF | 102 389 CHF | 97,47% | 97,47% |
11/11/2024 | 0,77% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 682 CHF | 102 471 CHF | 74,41% | 74,41% |
08/11/2024 | 0,76% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 534 CHF | 102 306 CHF | 54,74% | 54,74% |
07/11/2024 | 0,76% | 101,30 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 449 CHF | 102 221 CHF | 96,72% | 96,72% |