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% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 194 CHF | 101 957 CHF | 98,79% | 98,79% |
20/11/2024 | 0,74% | 101,00 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 267 CHF | 102 019 CHF | 98,77% | 98,77% |
19/11/2024 | 0,75% | 100,50 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 383 CHF | 101 138 CHF | 95,49% | 95,49% |
18/11/2024 | 0,75% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 473 CHF | 101 225 CHF | 97,95% | 97,95% |
15/11/2024 | 0,77% | 100,60 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 728 CHF | 101 502 CHF | 94,44% | 94,44% |
14/11/2024 | 0,76% | 100,90 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 914 CHF | 101 683 CHF | 98,93% | 98,93% |
13/11/2024 | 0,75% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 141 CHF | 101 903 CHF | 96,30% | 96,30% |
12/11/2024 | 0,75% | 101,20 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 616 CHF | 102 383 CHF | 98,34% | 98,34% |
11/11/2024 | 0,75% | 102,10 % | 102,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 139 CHF | 102 910 CHF | 98,52% | 98,52% |
08/11/2024 | 0,74% | 101,70 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 667 CHF | 102 423 CHF | 52,43% | 52,43% |