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 | 0,76% | 103,40 % | 104,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 463 CHF | 104 247 CHF | 89,78% | 89,78% |
19/11/2024 | 0,75% | 103,20 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 103 264 CHF | 104 042 CHF | 98,83% | 98,83% |
18/11/2024 | 0,75% | 103,10 % | 103,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 790 CHF | 103 567 CHF | 98,56% | 98,56% |
15/11/2024 | 0,74% | 102,30 % | 103,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 231 CHF | 102 995 CHF | 98,26% | 98,26% |
14/11/2024 | 0,75% | 102,10 % | 102,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 722 CHF | 102 485 CHF | 97,08% | 97,08% |
13/11/2024 | 0,75% | 102,00 % | 102,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 969 CHF | 102 737 CHF | 96,06% | 96,06% |
12/11/2024 | 0,75% | 101,80 % | 102,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 148 CHF | 102 914 CHF | 98,02% | 98,02% |
11/11/2024 | 0,92% | 102,80 % | 103,50 % | 100 000 | 100 000 | 82 511 | 82 511 | 84 854 CHF | 85 581 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 456 CHF | 102 221 CHF | 55,16% | 55,16% |
07/11/2024 | 1,02% | 101,90 % | 102,60 % | 100 000 | 100 000 | 72 168 | 72 168 | 73 492 CHF | 74 185 CHF | 94,64% | 94,64% |