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% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 222 CHF | 101 994 CHF | 99,88% | 99,88% |
20/11/2024 | 0,74% | 101,30 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 511 CHF | 102 269 CHF | 99,64% | 99,64% |
19/11/2024 | 0,76% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 622 CHF | 101 390 CHF | 96,67% | 96,67% |
18/11/2024 | 0,75% | 100,80 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 681 CHF | 101 436 CHF | 99,27% | 99,27% |
15/11/2024 | 0,75% | 100,80 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 903 CHF | 101 659 CHF | 95,90% | 95,90% |
14/11/2024 | 0,75% | 101,00 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 014 CHF | 101 775 CHF | 99,18% | 99,18% |
13/11/2024 | 0,75% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 182 CHF | 101 946 CHF | 97,56% | 97,56% |
12/11/2024 | 0,74% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 554 CHF | 102 308 CHF | 99,54% | 99,54% |
11/11/2024 | 0,75% | 101,90 % | 102,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 954 CHF | 102 721 CHF | 99,83% | 99,83% |
08/11/2024 | 0,75% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 589 CHF | 102 353 CHF | 53,82% | 53,82% |