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 | 0,74% | 101,80 % | 102,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 848 CHF | 102 609 CHF | 39,07% | 39,07% |
19/11/2024 | 0,75% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 108 CHF | 101 869 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 101,40 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 326 CHF | 102 089 CHF | 99,39% | 99,39% |
15/11/2024 | 0,74% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 237 CHF | 101 989 CHF | 84,67% | 84,67% |
14/11/2024 | 0,74% | 101,40 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 228 CHF | 101 978 CHF | 99,44% | 99,44% |
13/11/2024 | 0,75% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 102 CHF | 101 863 CHF | 97,69% | 97,69% |
12/11/2024 | 0,75% | 101,40 % | 102,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 664 CHF | 102 428 CHF | 99,58% | 99,58% |
11/11/2024 | 0,78% | 102,00 % | 102,80 % | 100 000 | 100 000 | 97 407 | 97 407 | 99 171 CHF | 99 936 CHF | 98,65% | 98,65% |
08/11/2024 | 0,75% | 101,50 % | 102,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 478 CHF | 102 241 CHF | 55,06% | 55,06% |
07/11/2024 | 0,76% | 102,10 % | 102,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 102 166 CHF | 102 949 CHF | 97,44% | 97,44% |