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 | 0,79% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 430 CHF | 101 230 CHF | 98,59% | 98,59% |
19/11/2024 | 0,79% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 710 CHF | 101 510 CHF | 99,90% | 99,90% |
18/11/2024 | 0,79% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 087 CHF | 101 887 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 121 CHF | 101 921 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 157 CHF | 101 957 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 062 CHF | 101 862 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 820 CHF | 102 620 CHF | 100,00% | 100,00% |
11/11/2024 | 0,98% | 101,60 % | 102,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 661 CHF | 102 661 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 101,40 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 285 CHF | 102 285 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,70 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 318 CHF | 102 118 CHF | 99,23% | 99,23% |