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% | 102,60 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 739 CHF | 103 517 CHF | 98,82% | 98,82% |
19/11/2024 | 0,75% | 102,50 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 579 CHF | 103 355 CHF | 99,94% | 99,94% |
18/11/2024 | 0,75% | 102,60 % | 103,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 544 CHF | 103 317 CHF | 97,53% | 97,53% |
15/11/2024 | 0,75% | 102,60 % | 103,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 455 CHF | 103 231 CHF | 98,56% | 98,56% |
14/11/2024 | 0,76% | 102,30 % | 103,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 147 CHF | 102 922 CHF | 99,57% | 99,57% |
13/11/2024 | 0,75% | 101,90 % | 102,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 878 CHF | 102 648 CHF | 98,24% | 98,24% |
12/11/2024 | 0,76% | 101,60 % | 102,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 882 CHF | 102 659 CHF | 99,36% | 99,36% |
11/11/2024 | 0,76% | 102,20 % | 103,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 146 CHF | 102 923 CHF | 95,09% | 95,09% |
08/11/2024 | 0,74% | 101,70 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 758 CHF | 102 509 CHF | 54,98% | 54,98% |
07/11/2024 | 0,75% | 102,10 % | 102,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 183 CHF | 102 955 CHF | 95,31% | 95,31% |