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 | 0,75% | 102,40 % | 103,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 398 CHF | 103 171 CHF | 99,38% | 99,38% |
19/11/2024 | 0,75% | 101,90 % | 102,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 925 CHF | 102 694 CHF | 92,38% | 92,38% |
18/11/2024 | 0,75% | 102,50 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 442 CHF | 103 214 CHF | 98,63% | 98,63% |
15/11/2024 | 0,75% | 102,60 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 793 CHF | 103 567 CHF | 97,64% | 97,64% |
14/11/2024 | 0,75% | 103,00 % | 103,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 611 CHF | 103 389 CHF | 99,26% | 99,26% |
13/11/2024 | 0,75% | 102,30 % | 103,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 960 CHF | 102 729 CHF | 94,42% | 94,42% |
12/11/2024 | 0,75% | 102,80 % | 103,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 086 CHF | 103 861 CHF | 98,52% | 98,52% |
11/11/2024 | 0,75% | 103,30 % | 104,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 215 CHF | 103 990 CHF | 99,12% | 99,12% |
08/11/2024 | 0,75% | 102,70 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 786 CHF | 103 559 CHF | 54,26% | 54,26% |
07/11/2024 | 0,75% | 102,90 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 941 CHF | 103 719 CHF | 96,90% | 96,90% |