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% | 101,40 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 396 CHF | 102 154 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 904 CHF | 101 660 CHF | 97,59% | 97,59% |
18/11/2024 | 0,76% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 657 CHF | 101 421 CHF | 99,36% | 99,36% |
15/11/2024 | 0,75% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 519 CHF | 102 282 CHF | 97,19% | 97,19% |
14/11/2024 | 0,75% | 102,70 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 647 CHF | 103 418 CHF | 99,44% | 99,44% |
13/11/2024 | 0,75% | 102,60 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 452 CHF | 103 224 CHF | 97,75% | 97,75% |
12/11/2024 | 0,75% | 102,80 % | 103,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 725 CHF | 103 496 CHF | 98,50% | 98,50% |
11/11/2024 | 0,76% | 102,70 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 654 CHF | 103 435 CHF | 57,41% | 57,41% |
08/11/2024 | 0,75% | 102,40 % | 103,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 379 CHF | 103 148 CHF | 55,07% | 55,07% |
07/11/2024 | 0,74% | 102,20 % | 103,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 987 CHF | 102 749 CHF | 95,19% | 95,19% |