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 | 0,75% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 349 CHF | 102 116 CHF | 98,82% | 98,82% |
19/11/2024 | 0,75% | 101,10 % | 101,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 155 CHF | 101 916 CHF | 99,94% | 99,94% |
18/11/2024 | 0,74% | 101,30 % | 102,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 101 104 CHF | 101 860 CHF | 97,56% | 97,56% |
15/11/2024 | 0,77% | 101,10 % | 101,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 966 CHF | 101 742 CHF | 98,52% | 98,52% |
14/11/2024 | 0,76% | 100,80 % | 101,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 538 CHF | 101 305 CHF | 99,57% | 99,57% |
13/11/2024 | 0,75% | 100,20 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 169 CHF | 100 918 CHF | 98,21% | 98,21% |
12/11/2024 | 0,75% | 99,80 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 157 CHF | 100 915 CHF | 99,36% | 99,36% |
11/11/2024 | 0,76% | 100,60 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 525 CHF | 101 289 CHF | 95,09% | 95,09% |
08/11/2024 | 0,76% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 985 CHF | 100 749 CHF | 54,95% | 54,95% |
07/11/2024 | 0,75% | 100,50 % | 101,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 577 CHF | 101 333 CHF | 95,27% | 95,27% |