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% | 101,50 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 457 CHF | 102 221 CHF | 99,88% | 99,88% |
20/11/2024 | 0,76% | 101,60 % | 102,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 817 CHF | 102 592 CHF | 99,64% | 99,64% |
19/11/2024 | 0,75% | 100,70 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 580 CHF | 101 341 CHF | 96,67% | 96,67% |
18/11/2024 | 0,76% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 689 CHF | 101 457 CHF | 99,43% | 99,43% |
15/11/2024 | 0,74% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 981 CHF | 101 735 CHF | 96,07% | 96,07% |
14/11/2024 | 0,75% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 174 CHF | 101 931 CHF | 99,18% | 99,18% |
13/11/2024 | 0,75% | 101,30 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 411 CHF | 102 178 CHF | 97,70% | 97,70% |
12/11/2024 | 0,75% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 942 CHF | 102 713 CHF | 99,54% | 99,54% |
11/11/2024 | 0,75% | 102,50 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 494 CHF | 103 263 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 102,00 % | 102,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 948 CHF | 102 709 CHF | 53,97% | 53,97% |