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 | 1,00% | 99,45 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 548 CHF | 100 550 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 99,45 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 648 CHF | 100 648 CHF | 93,72% | 93,72% |
18/11/2024 | 0,99% | 100,00 % | 101,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 882 CHF | 100 878 CHF | 70,63% | 70,63% |
15/11/2024 | 1,00% | 99,55 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 708 CHF | 100 712 CHF | 94,03% | 94,03% |
14/11/2024 | 0,99% | 99,75 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 907 CHF | 100 901 CHF | 63,17% | 63,17% |
13/11/2024 | 0,99% | 99,85 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 825 CHF | 100 818 CHF | 73,19% | 73,19% |
12/11/2024 | 0,99% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 816 CHF | 100 805 CHF | 49,66% | 49,66% |
11/11/2024 | 0,99% | 99,90 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 926 CHF | 100 924 CHF | 64,04% | 64,04% |
08/11/2024 | 0,98% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 842 CHF | 100 828 CHF | 86,90% | 86,90% |
07/11/2024 | 0,99% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 857 CHF | 100 847 CHF | 99,16% | 99,16% |