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% | 99,65 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 697 CHF | 100 710 CHF | 98,15% | 98,15% |
19/11/2024 | 1,00% | 99,65 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 692 CHF | 100 692 CHF | 93,72% | 93,72% |
18/11/2024 | 0,99% | 99,70 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 754 CHF | 100 748 CHF | 70,74% | 70,74% |
15/11/2024 | 1,01% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 761 CHF | 100 773 CHF | 93,05% | 93,05% |
14/11/2024 | 0,97% | 99,75 % | 100,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 771 CHF | 100 743 CHF | 63,21% | 63,21% |
13/11/2024 | 1,00% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 799 CHF | 100 798 CHF | 75,31% | 75,31% |
12/11/2024 | 1,01% | 99,80 % | 100,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 836 CHF | 100 845 CHF | 51,22% | 51,22% |
11/11/2024 | 1,00% | 99,90 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 904 CHF | 100 907 CHF | 78,97% | 78,97% |
08/11/2024 | 1,01% | 99,95 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 886 CHF | 100 896 CHF | 86,78% | 86,78% |
07/11/2024 | 1,00% | 99,90 % | 100,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 99 900 CHF | 100 900 CHF | 99,16% | 99,16% |