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 | 1,02% | 99,05 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 039 CHF | 100 050 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 98,95 % | 99,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 001 CHF | 99 997 CHF | 93,72% | 93,72% |
18/11/2024 | 1,03% | 99,05 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 067 CHF | 100 089 CHF | 71,87% | 71,87% |
15/11/2024 | 1,00% | 98,95 % | 99,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 002 CHF | 100 000 CHF | 88,41% | 88,41% |
14/11/2024 | 1,01% | 99,05 % | 100,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 030 CHF | 100 034 CHF | 63,28% | 63,28% |
13/11/2024 | 1,01% | 98,85 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 977 CHF | 99 980 CHF | 75,77% | 75,77% |
12/11/2024 | 1,01% | 98,90 % | 99,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 852 CHF | 99 851 CHF | 50,30% | 50,30% |
11/11/2024 | 1,00% | 98,85 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 911 CHF | 99 909 CHF | 77,74% | 77,74% |
08/11/2024 | 1,01% | 98,85 % | 99,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 884 CHF | 99 884 CHF | 86,91% | 86,91% |
07/11/2024 | 1,00% | 99,00 % | 100,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 011 CHF | 100 010 CHF | 99,16% | 99,16% |