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 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 750 CHF | 100 500 CHF | 57,28% | 57,28% |
19/11/2024 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 750 CHF | 100 500 CHF | 81,09% | 81,09% |
18/11/2024 | 0,75% | 99,75 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 750 CHF | 100 500 CHF | 99,43% | 99,43% |
15/11/2024 | 0,70% | 99,80 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 800 CHF | 100 500 CHF | 83,10% | 83,10% |
14/11/2024 | 0,73% | 99,80 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 781 CHF | 100 509 CHF | 5,97% | 5,97% |
13/11/2024 | 0,75% | 99,85 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 850 CHF | 100 600 CHF | 43,76% | 43,76% |
12/11/2024 | 0,75% | 99,70 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 749 CHF | 100 500 CHF | 56,89% | 56,89% |
11/11/2024 | 0,70% | 99,90 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 897 CHF | 100 600 CHF | 39,58% | 39,58% |
08/11/2024 | 0,75% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 950 CHF | 100 700 CHF | 29,23% | 29,23% |
07/11/2024 | 0,75% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 950 CHF | 100 700 CHF | 61,11% | 61,11% |