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 | 0,99% | 101,00 % | 102,00 % | 100 000 | 100 000 | 27 241 | 27 241 | 27 496 CHF | 27 768 CHF | 97,86% | 97,86% |
19/11/2024 | 0,99% | 100,90 % | 101,90 % | 100 000 | 100 000 | 27 865 | 27 865 | 28 072 CHF | 28 351 CHF | 94,45% | 94,45% |
18/11/2024 | 1,00% | 100,20 % | 101,20 % | 100 000 | 100 000 | 27 308 | 27 308 | 27 251 CHF | 27 525 CHF | 97,49% | 97,49% |
15/11/2024 | 1,00% | 98,95 % | 99,95 % | 100 000 | 100 000 | 27 083 | 27 083 | 26 789 CHF | 27 059 CHF | 98,77% | 98,77% |
14/11/2024 | 1,00% | 99,10 % | 100,10 % | 100 000 | 100 000 | 63 668 | 63 668 | 63 152 CHF | 63 787 CHF | 28,52% | 28,52% |
13/11/2024 | 0,99% | 99,30 % | 100,30 % | 100 000 | 100 000 | 26 941 | 26 941 | 26 812 CHF | 27 080 CHF | 99,59% | 99,59% |
12/11/2024 | 0,99% | 99,60 % | 100,60 % | 100 000 | 100 000 | 27 148 | 27 148 | 27 093 CHF | 27 362 CHF | 98,40% | 98,40% |
11/11/2024 | 0,97% | 102,70 % | 103,70 % | 10 000 | 10 000 | 10 000 | 10 000 | 10 270 CHF | 10 370 CHF | 88,18% | 88,18% |
08/11/2024 | 0,97% | 102,30 % | 103,30 % | 100 000 | 100 000 | 27 158 | 27 158 | 27 808 CHF | 28 080 CHF | 98,34% | 98,34% |
07/11/2024 | 0,97% | 102,40 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 139 CHF | 103 139 CHF | 13,68% | 13,68% |