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 | 0,99% | 100,40 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 818 CHF | 101 818 CHF | 98,15% | 98,15% |
19/11/2024 | 0,99% | 100,50 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 361 CHF | 101 361 CHF | 93,69% | 93,69% |
18/11/2024 | 0,99% | 100,70 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 757 CHF | 101 757 CHF | 74,75% | 74,75% |
15/11/2024 | 0,99% | 100,90 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 946 CHF | 101 946 CHF | 91,92% | 91,92% |
14/11/2024 | 0,99% | 101,00 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 931 CHF | 101 931 CHF | 65,64% | 65,64% |
13/11/2024 | 0,99% | 100,70 % | 101,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 746 CHF | 101 746 CHF | 73,45% | 73,45% |
12/11/2024 | 0,98% | 100,90 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 200 CHF | 102 200 CHF | 51,59% | 51,59% |
11/11/2024 | 0,98% | 101,70 % | 102,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 696 CHF | 102 696 CHF | 80,41% | 80,41% |
08/11/2024 | 0,98% | 101,30 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 295 CHF | 102 295 CHF | 86,84% | 86,84% |
07/11/2024 | 0,98% | 101,50 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 461 CHF | 102 461 CHF | 99,16% | 99,16% |