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 | 0,95% | 99,15 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 150 CHF | 100 100 CHF | 98,15% | 98,15% |
19/11/2024 | 1,05% | 99,15 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 150 CHF | 100 200 CHF | 93,72% | 93,72% |
18/11/2024 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 200 CHF | 100 200 CHF | 71,53% | 71,53% |
15/11/2024 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 200 CHF | 100 200 CHF | 88,35% | 88,35% |
14/11/2024 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 200 CHF | 100 200 CHF | 65,28% | 65,28% |
13/11/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 300 CHF | 100 300 CHF | 75,76% | 75,76% |
12/11/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 300 CHF | 100 300 CHF | 51,23% | 51,23% |
11/11/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 300 CHF | 100 300 CHF | 80,13% | 80,13% |
08/11/2024 | 1,00% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 300 CHF | 100 300 CHF | 86,93% | 86,93% |
07/11/2024 | 0,96% | 99,35 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 340 CHF | 100 300 CHF | 99,16% | 99,16% |