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% | 99,85 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 850 CHF | 100 600 CHF | 88,94% | 88,94% |
19/11/2024 | 0,75% | 99,85 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 850 CHF | 100 600 CHF | 51,48% | 51,48% |
18/11/2024 | 0,70% | 99,90 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 900 CHF | 100 600 CHF | 71,46% | 71,46% |
15/11/2024 | 0,75% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 950 CHF | 100 700 CHF | 58,55% | 58,55% |
14/11/2024 | 0,75% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 950 CHF | 100 700 CHF | 16,34% | 16,34% |
13/11/2024 | 0,75% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 950 CHF | 100 700 CHF | 54,42% | 54,42% |
12/11/2024 | 0,75% | 99,95 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 950 CHF | 100 700 CHF | 52,23% | 52,23% |
11/11/2024 | 0,70% | 100,00 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 000 CHF | 100 700 CHF | 85,63% | 85,63% |
08/11/2024 | 0,80% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 000 CHF | 100 800 CHF | 42,15% | 42,15% |
07/11/2024 | 0,80% | 100,00 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 100 000 CHF | 100 800 CHF | 36,80% | 36,80% |