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 | 0,98% | 101,10 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 571 CHF | 102 571 CHF | 98,15% | 98,15% |
19/11/2024 | 0,98% | 101,20 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 056 CHF | 102 056 CHF | 93,69% | 93,69% |
18/11/2024 | 0,97% | 102,00 % | 103,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 071 CHF | 103 071 CHF | 74,00% | 74,00% |
15/11/2024 | 0,97% | 102,50 % | 103,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 703 CHF | 103 703 CHF | 91,72% | 91,72% |
14/11/2024 | 0,97% | 102,90 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 833 CHF | 103 833 CHF | 63,63% | 63,63% |
13/11/2024 | 0,98% | 101,90 % | 102,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 979 CHF | 102 979 CHF | 74,78% | 74,78% |
12/11/2024 | 0,97% | 101,80 % | 102,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 439 CHF | 103 439 CHF | 52,01% | 52,01% |
11/11/2024 | 0,97% | 103,20 % | 104,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 104 CHF | 104 104 CHF | 78,77% | 78,77% |
08/11/2024 | 0,97% | 102,40 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 485 CHF | 103 485 CHF | 87,01% | 87,01% |
07/11/2024 | 0,97% | 102,70 % | 103,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 562 CHF | 103 562 CHF | 99,16% | 99,16% |