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 | 0,95% | 99,55 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 550 CHF | 100 500 CHF | 98,15% | 98,15% |
19/11/2024 | 1,05% | 99,55 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 550 CHF | 100 600 CHF | 93,72% | 93,72% |
18/11/2024 | 1,03% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 567 CHF | 100 600 CHF | 70,55% | 70,55% |
15/11/2024 | 1,03% | 99,55 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 572 CHF | 100 600 CHF | 87,93% | 87,93% |
14/11/2024 | 0,98% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 615 CHF | 100 600 CHF | 63,27% | 63,27% |
13/11/2024 | 0,98% | 99,65 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 678 CHF | 100 656 CHF | 74,90% | 74,90% |
12/11/2024 | 1,00% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 700 CHF | 100 700 CHF | 51,23% | 51,23% |
11/11/2024 | 0,95% | 99,75 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 750 CHF | 100 700 CHF | 61,84% | 61,84% |
08/11/2024 | 0,96% | 99,75 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 748 CHF | 100 710 CHF | 86,96% | 86,96% |
07/11/2024 | 1,01% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 791 CHF | 100 800 CHF | 99,16% | 99,16% |