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 | 1,01% | 98,65 % | 99,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 719 CHF | 99 719 CHF | 98,15% | 98,15% |
19/11/2024 | 1,01% | 98,55 % | 99,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 536 CHF | 99 536 CHF | 93,72% | 93,72% |
18/11/2024 | 1,01% | 98,65 % | 99,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 684 CHF | 99 684 CHF | 70,19% | 70,19% |
15/11/2024 | 1,01% | 98,45 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 593 CHF | 99 593 CHF | 88,35% | 88,35% |
14/11/2024 | 1,01% | 98,65 % | 99,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 752 CHF | 99 752 CHF | 63,25% | 63,25% |
13/11/2024 | 1,01% | 98,45 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 666 CHF | 99 666 CHF | 75,75% | 75,75% |
12/11/2024 | 1,01% | 98,60 % | 99,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 537 CHF | 99 537 CHF | 51,29% | 51,29% |
11/11/2024 | 1,01% | 98,60 % | 99,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 725 CHF | 99 725 CHF | 77,75% | 77,75% |
08/11/2024 | 1,01% | 98,60 % | 99,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 704 CHF | 99 704 CHF | 87,21% | 87,21% |
07/11/2024 | 1,01% | 98,70 % | 99,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 797 CHF | 99 797 CHF | 99,11% | 99,11% |