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% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 907 CHF | 101 675 CHF | 99,88% | 99,88% |
20/11/2024 | 0,75% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 160 CHF | 101 927 CHF | 99,64% | 99,64% |
19/11/2024 | 0,74% | 100,40 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 281 CHF | 101 025 CHF | 96,67% | 96,67% |
18/11/2024 | 0,75% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 329 CHF | 101 089 CHF | 99,23% | 99,23% |
15/11/2024 | 0,75% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 559 CHF | 101 314 CHF | 95,93% | 95,93% |
14/11/2024 | 0,75% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 660 CHF | 101 418 CHF | 99,18% | 99,18% |
13/11/2024 | 0,75% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 845 CHF | 101 606 CHF | 97,59% | 97,59% |
12/11/2024 | 0,75% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 225 CHF | 101 989 CHF | 99,54% | 99,54% |
11/11/2024 | 0,75% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 650 CHF | 102 416 CHF | 99,89% | 99,89% |
08/11/2024 | 0,75% | 101,40 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 291 CHF | 102 055 CHF | 53,82% | 53,82% |