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 | 0,96% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 436 CHF | 100 400 CHF | 98,15% | 98,15% |
19/11/2024 | 0,99% | 99,40 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 408 CHF | 100 400 CHF | 93,72% | 93,72% |
18/11/2024 | 0,97% | 99,45 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 451 CHF | 100 422 CHF | 70,19% | 70,19% |
15/11/2024 | 1,00% | 99,45 % | 100,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 463 CHF | 100 466 CHF | 88,35% | 88,35% |
14/11/2024 | 1,01% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 488 CHF | 100 500 CHF | 63,25% | 63,25% |
13/11/2024 | 1,01% | 99,50 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 540 CHF | 100 546 CHF | 74,10% | 74,10% |
12/11/2024 | 0,96% | 99,55 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 550 CHF | 100 514 CHF | 51,24% | 51,24% |
11/11/2024 | 1,00% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 600 CHF | 100 600 CHF | 79,13% | 79,13% |
08/11/2024 | 0,98% | 99,55 % | 100,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 555 CHF | 100 534 CHF | 86,80% | 86,80% |
07/11/2024 | 1,01% | 99,60 % | 100,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 580 CHF | 100 592 CHF | 99,16% | 99,16% |