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% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 200 CHF | 100 200 CHF | 98,15% | 98,15% |
19/11/2024 | 1,01% | 99,15 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 194 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 | 99 206 CHF | 100 200 CHF | 70,39% | 70,39% |
15/11/2024 | 0,98% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 223 CHF | 100 200 CHF | 88,36% | 88,36% |
14/11/2024 | 0,99% | 99,25 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 210 CHF | 100 200 CHF | 63,27% | 63,27% |
13/11/2024 | 0,98% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 248 CHF | 100 225 CHF | 74,10% | 74,10% |
12/11/2024 | 0,98% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 192 CHF | 100 168 CHF | 51,04% | 51,04% |
11/11/2024 | 1,02% | 99,15 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 189 CHF | 100 204 CHF | 77,76% | 77,76% |
08/11/2024 | 0,99% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 222 CHF | 100 210 CHF | 86,87% | 86,87% |
07/11/2024 | 1,02% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 269 CHF | 100 289 CHF | 99,16% | 99,16% |