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 | 0,80% | 99,60 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 600 CHF | 100 400 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 99,65 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 650 CHF | 100 400 CHF | 98,78% | 98,78% |
18/11/2024 | 0,75% | 99,65 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 650 CHF | 100 400 CHF | 33,86% | 33,86% |
15/11/2024 | 0,70% | 99,70 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 700 CHF | 100 400 CHF | 97,62% | 97,62% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,80% | 99,70 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 700 CHF | 100 500 CHF | 2,02% | 2,02% |
12/11/2024 | 0,80% | 99,70 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 700 CHF | 100 500 CHF | 92,10% | 92,10% |
11/11/2024 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 750 CHF | 100 500 CHF | 98,31% | 98,31% |
08/11/2024 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 750 CHF | 100 500 CHF | 55,09% | 55,09% |
07/11/2024 | 0,79% | 99,75 % | 100,50 % | 100 000 | 100 000 | 95 852 | 95 852 | 95 602 CHF | 96 344 CHF | 46,45% | 46,45% |