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 | 0,75% | 103,20 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 111 CHF | 103 892 CHF | 98,85% | 98,85% |
20/11/2024 | 0,75% | 103,00 % | 103,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 206 CHF | 103 979 CHF | 98,83% | 98,83% |
19/11/2024 | 0,76% | 102,60 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 514 CHF | 103 295 CHF | 95,53% | 95,53% |
18/11/2024 | 0,75% | 102,70 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 547 CHF | 103 320 CHF | 97,98% | 97,98% |
15/11/2024 | 0,74% | 102,70 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 785 CHF | 103 550 CHF | 94,49% | 94,49% |
14/11/2024 | 0,75% | 102,90 % | 103,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 913 CHF | 103 688 CHF | 98,97% | 98,97% |
13/11/2024 | 0,75% | 103,10 % | 103,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 102 CHF | 103 879 CHF | 96,35% | 96,35% |
12/11/2024 | 0,75% | 103,20 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 478 CHF | 104 258 CHF | 98,40% | 98,40% |
11/11/2024 | 0,75% | 103,80 % | 104,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 853 CHF | 104 636 CHF | 98,58% | 98,58% |
08/11/2024 | 0,75% | 103,50 % | 104,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 485 CHF | 104 264 CHF | 52,49% | 52,49% |