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% | 99,70 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 700 CHF | 100 500 CHF | 96,48% | 96,48% |
19/11/2024 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 750 CHF | 100 500 CHF | 97,98% | 97,98% |
18/11/2024 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 750 CHF | 100 500 CHF | 96,34% | 96,34% |
15/11/2024 | 0,70% | 99,80 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 800 CHF | 100 500 CHF | 86,86% | 86,86% |
14/11/2024 | 0,80% | 99,80 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 800 CHF | 100 600 CHF | 64,02% | 64,02% |
13/11/2024 | 0,80% | 99,80 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 800 CHF | 100 600 CHF | 17,23% | 17,23% |
12/11/2024 | 0,75% | 99,85 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 850 CHF | 100 600 CHF | 51,19% | 51,19% |
11/11/2024 | 0,75% | 99,85 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 850 CHF | 100 600 CHF | 94,51% | 94,51% |
08/11/2024 | 0,70% | 99,90 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 900 CHF | 100 600 CHF | 48,76% | 48,76% |
07/11/2024 | 0,80% | 99,90 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 900 CHF | 100 700 CHF | 73,75% | 73,75% |