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 | 1,00% | 99,25 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 250 CHF | 100 252 CHF | 98,15% | 98,15% |
19/11/2024 | 1,02% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 242 CHF | 100 261 CHF | 93,72% | 93,72% |
18/11/2024 | 1,01% | 99,25 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 291 CHF | 100 300 CHF | 71,37% | 71,37% |
15/11/2024 | 1,00% | 99,25 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 266 CHF | 100 259 CHF | 88,39% | 88,39% |
14/11/2024 | 0,99% | 99,30 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 291 CHF | 100 283 CHF | 63,20% | 63,20% |
13/11/2024 | 1,02% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 276 CHF | 100 290 CHF | 75,77% | 75,77% |
12/11/2024 | 0,98% | 99,25 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 210 CHF | 100 189 CHF | 51,41% | 51,41% |
11/11/2024 | 1,00% | 99,20 % | 100,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 245 CHF | 100 245 CHF | 80,26% | 80,26% |
08/11/2024 | 1,02% | 99,25 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 285 CHF | 100 300 CHF | 86,92% | 86,92% |
07/11/2024 | 1,01% | 99,35 % | 100,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 357 CHF | 100 363 CHF | 99,16% | 99,16% |