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 | 0,76% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 059 CHF | 100 819 CHF | 98,87% | 98,87% |
19/11/2024 | 0,75% | 99,50 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 540 CHF | 100 293 CHF | 91,88% | 91,88% |
18/11/2024 | 0,75% | 100,20 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 100 CHF | 100 856 CHF | 98,20% | 98,20% |
15/11/2024 | 0,75% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 477 CHF | 101 233 CHF | 96,96% | 96,96% |
14/11/2024 | 0,76% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 289 CHF | 101 054 CHF | 99,22% | 99,22% |
13/11/2024 | 0,75% | 99,90 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 582 CHF | 100 334 CHF | 93,75% | 93,75% |
12/11/2024 | 0,75% | 100,40 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 806 CHF | 101 565 CHF | 97,86% | 97,86% |
11/11/2024 | 0,76% | 100,90 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 867 CHF | 101 632 CHF | 98,84% | 98,84% |
08/11/2024 | 0,75% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 409 CHF | 101 165 CHF | 53,83% | 53,83% |
07/11/2024 | 0,75% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 533 CHF | 101 295 CHF | 96,39% | 96,39% |