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% | 100,70 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 868 CHF | 101 630 CHF | 98,82% | 98,82% |
19/11/2024 | 0,75% | 100,60 % | 101,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 668 CHF | 101 427 CHF | 99,94% | 99,94% |
18/11/2024 | 0,75% | 100,80 % | 101,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 610 CHF | 101 364 CHF | 97,56% | 97,56% |
15/11/2024 | 0,77% | 100,60 % | 101,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 466 CHF | 101 240 CHF | 98,51% | 98,51% |
14/11/2024 | 0,76% | 100,30 % | 101,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 058 CHF | 100 817 CHF | 99,57% | 99,57% |
13/11/2024 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 697 CHF | 100 443 CHF | 98,21% | 98,21% |
12/11/2024 | 0,75% | 99,35 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 688 CHF | 100 438 CHF | 99,36% | 99,36% |
11/11/2024 | 0,76% | 100,10 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 029 CHF | 100 789 CHF | 95,09% | 95,09% |
08/11/2024 | 0,75% | 99,50 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 536 CHF | 100 289 CHF | 54,94% | 54,94% |
07/11/2024 | 0,75% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 127 CHF | 100 881 CHF | 95,28% | 95,28% |